+6.1%
CRBG vs INCY
+46.6%
-40.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +5.7% | +1.9% | +3.8% | +5.5% |
| 30D | +2.6% | +5.8% | -3.2% | +1.9% |
| 3M | +31.6% | +25.2% | +6.4% | +28.0% |
| 6M | +32.8% | +28.2% | +4.6% | +28.0% |
| YTD | +16.5% | +28.3% | -11.9% | +12.3% |
| All | +6.1% | +46.6% | -40.5% | +1.7% |
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