+380.0%
CRWD vs INCY
+89.7%
+290.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -3.0% | -4.2% | +1.2% | -2.8% |
| 30D | -6.8% | +0.6% | -7.4% | -6.9% |
| 3M | +19.6% | +12.6% | +6.9% | +18.4% |
| 6M | +87.1% | +28.3% | +58.8% | +83.1% |
| YTD | +76.4% | +23.0% | +53.4% | +73.4% |
| 1Y | +90.8% | +41.0% | +49.9% | +85.1% |
| 3Y | +380.0% | +88.6% | +291.4% | +304.2% |
| All | +380.0% | +89.7% | +290.3% | +304.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling