+8.5%
CRCL vs INCY
+82.6%
-74.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.4% |
| 7D | -12.5% | -3.7% | -8.8% | -11.7% |
| 30D | +26.9% | +1.8% | +25.1% | +26.5% |
| 3M | +14.4% | +17.0% | -2.5% | +10.3% |
| 6M | -23.5% | +28.4% | -51.9% | -27.9% |
| YTD | +13.9% | +24.8% | -10.9% | +7.5% |
| 1Y | -20.6% | +42.9% | -63.5% | -27.7% |
| All | +8.5% | +82.6% | -74.1% | -11.6% |
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