+82.7%
CRS vs INCY
+41.2%
+41.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.8% |
| 7D | -6.8% | -4.2% | -2.6% | -5.9% |
| 30D | -16.1% | +0.6% | -16.7% | -16.3% |
| 3M | -21.2% | +12.6% | -33.8% | -23.7% |
| 6M | +8.7% | +28.3% | -19.6% | +0.4% |
| YTD | +41.0% | +23.0% | +18.0% | +32.0% |
| 1Y | +82.7% | +41.0% | +41.7% | +59.2% |
| All | +82.7% | +41.2% | +41.4% | +59.2% |
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