+122.5%
CRWV vs INCY
+100.0%
+22.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.3% |
| 7D | -0.4% | -4.2% | +3.8% | +0.7% |
| 30D | -17.4% | +0.6% | -18.0% | -17.7% |
| 3M | -7.1% | +12.6% | -19.7% | -12.7% |
| 6M | +8.6% | +28.3% | -19.7% | -5.8% |
| YTD | +24.3% | +23.0% | +1.3% | +10.5% |
| 1Y | -21.0% | +41.0% | -62.0% | -35.8% |
| All | +122.5% | +100.0% | +22.4% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling