-34.8%
CLX vs INCY
+96.8%
-131.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -4.9% | -2.2% | -2.7% | -4.7% |
| 30D | -15.8% | +3.7% | -19.5% | -16.1% |
| 3M | -7.9% | +22.1% | -30.0% | -9.6% |
| 6M | -19.0% | +29.8% | -48.8% | -21.0% |
| YTD | -7.9% | +27.6% | -35.5% | -10.3% |
| 1Y | -25.4% | +47.2% | -72.6% | -28.3% |
| All | -34.8% | +96.8% | -131.6% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling