-0.8%
CRM vs INCY
+69.3%
-70.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | -4.4% | -4.2% | -0.3% | -3.5% |
| 30D | +28.1% | +0.6% | +27.6% | +27.8% |
| 3M | +48.8% | +12.6% | +36.2% | +44.5% |
| 6M | +28.3% | +28.3% | -0.1% | +20.2% |
| YTD | -6.0% | +23.0% | -29.0% | -11.1% |
| 1Y | +1.4% | +41.0% | -39.5% | -8.0% |
| 3Y | +11.8% | +88.6% | -76.7% | -8.7% |
| All | -0.8% | +69.3% | -70.1% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling