+5,760.6%
CRM vs INCY
+1,737.7%
+4,022.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | -4.4% | -4.2% | -0.3% | -3.4% |
| 30D | +28.1% | +0.6% | +27.6% | +27.8% |
| 3M | +48.8% | +12.6% | +36.2% | +44.2% |
| 6M | +28.3% | +28.3% | -0.1% | +19.7% |
| YTD | -6.0% | +23.0% | -29.0% | -11.6% |
| 1Y | +1.4% | +41.0% | -39.5% | -8.2% |
| 3Y | +11.8% | +88.6% | -76.7% | -8.0% |
| 5Y | -2.0% | +70.8% | -72.8% | -17.9% |
| 10Y | +239.6% | +53.5% | +186.1% | +173.9% |
| All | +5,760.6% | +1,737.7% | +4,022.9% | +1,572.6% |
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