-36.8%
CLX vs INCY
+69.9%
-106.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.2% |
| 3M | -7.9% | +22.1% | -30.0% | -10.1% |
| 6M | -19.0% | +29.8% | -48.8% | -21.6% |
| YTD | -7.9% | +27.6% | -35.5% | -10.9% |
| 1Y | -25.4% | +47.2% | -72.6% | -29.1% |
| 3Y | -35.0% | +97.0% | -132.0% | -41.2% |
| 5Y | -36.8% | +73.4% | -110.1% | -42.4% |
| All | -36.8% | +69.9% | -106.6% | -42.4% |
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