-5.6%
CLX vs INCY
+20.6%
-26.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.2% | +5.0% |
| 7D | +14.2% | +5.1% | +9.1% | +13.2% |
| 30D | +22.7% | +7.6% | +15.0% | +21.2% |
| 3M | -2.8% | +1.9% | -4.6% | -3.2% |
| 6M | +17.7% | +26.5% | -8.8% | +15.8% |
| YTD | +3.3% | +24.4% | -21.0% | +0.1% |
| 1Y | -5.6% | +19.4% | -25.0% | -6.7% |
| All | -5.6% | +20.6% | -26.3% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling