+1,333.1%
CRWD vs INCY
+64.0%
+1,269.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | +2.2% | -2.2% | +4.3% | +2.8% |
| 30D | -7.7% | +3.7% | -11.4% | -9.0% |
| 3M | +28.9% | +22.1% | +6.8% | +20.2% |
| 6M | +91.5% | +29.8% | +61.7% | +74.1% |
| YTD | +77.3% | +27.6% | +49.7% | +61.5% |
| 1Y | +96.3% | +47.2% | +49.1% | +69.1% |
| 3Y | +394.5% | +97.0% | +297.5% | +264.4% |
| 5Y | +213.5% | +73.4% | +140.1% | +142.6% |
| All | +1,333.1% | +64.0% | +1,269.1% | +920.7% |
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