-3.3%
CLX vs INCY
+56.5%
-59.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.8% |
| 7D | -5.9% | -3.7% | -2.2% | -5.5% |
| 30D | -17.0% | +1.8% | -18.9% | -17.2% |
| 3M | -9.6% | +17.0% | -26.6% | -10.9% |
| 6M | -21.5% | +28.4% | -49.9% | -23.3% |
| YTD | -8.8% | +24.8% | -33.6% | -10.8% |
| 1Y | -24.7% | +42.9% | -67.6% | -27.3% |
| 3Y | -35.6% | +92.7% | -128.3% | -40.0% |
| 5Y | -37.6% | +73.3% | -111.0% | -41.6% |
| All | -3.3% | +56.5% | -59.8% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling