+4,399.1%
CRH vs INCY
+6,378.4%
-1,979.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -6.1% | -4.2% | -1.9% | -5.7% |
| 30D | -9.3% | +0.6% | -9.9% | -9.3% |
| 3M | -15.2% | +12.6% | -27.8% | -16.3% |
| 6M | -14.2% | +28.3% | -42.5% | -16.4% |
| YTD | -28.3% | +23.0% | -51.2% | -29.9% |
| 1Y | -21.8% | +41.0% | -62.7% | -24.7% |
| 3Y | +71.6% | +88.6% | -17.0% | +59.4% |
| 5Y | +96.6% | +70.8% | +25.8% | +83.5% |
| 10Y | +253.8% | +53.5% | +200.3% | +226.3% |
| All | +4,399.1% | +6,378.4% | -1,979.3% | +2,754.5% |
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