+6.0%
CLSK vs INCY
+69.3%
-63.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.5% | +8.3% | +7.5% |
| 7D | +7.7% | -4.2% | +11.9% | +9.7% |
| 30D | +12.2% | +0.6% | +11.7% | +11.8% |
| 3M | -15.5% | +12.6% | -28.1% | -21.6% |
| 6M | +39.3% | +28.3% | +11.0% | +20.2% |
| YTD | +35.1% | +23.0% | +12.1% | +18.7% |
| 1Y | +34.0% | +41.0% | -6.9% | +9.1% |
| 3Y | +226.3% | +88.6% | +137.7% | +119.6% |
| All | +6.0% | +69.3% | -63.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling