+98.3%
CRS vs INCY
+45.3%
+53.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -0.2% | +1.9% | -2.1% | -0.7% |
| 30D | -16.6% | +5.8% | -22.4% | -17.7% |
| 3M | -3.5% | +25.2% | -28.7% | -9.5% |
| 6M | +15.4% | +28.2% | -12.8% | +6.7% |
| YTD | +51.2% | +28.3% | +22.9% | +39.9% |
| 1Y | +98.3% | +48.3% | +49.9% | +67.9% |
| All | +98.3% | +45.3% | +53.0% | +67.9% |
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