-16.9%
CRDO vs INCY
+20.6%
-37.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +4.5% | -14.0% | -9.0% |
| 7D | -21.4% | +5.1% | -26.5% | -20.9% |
| 30D | -35.8% | +7.6% | -43.4% | -35.2% |
| 3M | -42.6% | +1.9% | -44.5% | -42.3% |
| 6M | -24.2% | +26.5% | -50.7% | -28.9% |
| YTD | -5.1% | +24.4% | -29.5% | -15.1% |
| 1Y | -16.9% | +19.4% | -36.2% | -22.9% |
| All | -16.9% | +20.6% | -37.5% | -22.9% |
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