+6,868.5%
CRS vs INCY
+6,474.9%
+393.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.9% |
| 7D | -4.1% | -3.7% | -0.4% | -3.6% |
| 30D | -16.6% | +1.8% | -18.4% | -16.8% |
| 3M | -14.3% | +17.0% | -31.2% | -16.5% |
| 6M | +11.6% | +28.4% | -16.8% | +7.2% |
| YTD | +42.6% | +24.8% | +17.8% | +37.4% |
| 1Y | +81.8% | +42.9% | +38.9% | +71.5% |
| 3Y | +632.1% | +92.7% | +539.4% | +553.7% |
| 5Y | +1,401.6% | +73.3% | +1,328.3% | +1,255.9% |
| 10Y | +1,379.0% | +55.8% | +1,323.2% | +1,215.7% |
| All | +6,868.5% | +6,474.9% | +393.5% | +3,290.1% |
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