+1,602.3%
CLX vs INCY
+6,660.0%
-5,057.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -9.2% | +1.9% | -11.1% | -9.3% |
| 30D | -11.0% | +5.8% | -16.8% | -11.3% |
| 3M | +5.0% | +25.2% | -20.2% | +3.8% |
| 6M | -18.8% | +28.2% | -47.0% | -19.9% |
| YTD | -4.4% | +28.3% | -32.7% | -5.8% |
| 1Y | -21.9% | +48.3% | -70.2% | -23.6% |
| 3Y | -32.8% | +95.9% | -128.7% | -35.5% |
| 5Y | -34.6% | +66.6% | -101.1% | -36.9% |
| 10Y | -4.7% | +54.5% | -59.2% | -9.2% |
| All | +1,602.3% | +6,660.0% | -5,057.7% | +1,026.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling