-53.3%
CSGP vs INCY
+20.6%
-73.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.5% | +3.2% |
| 7D | +18.3% | +5.1% | +13.2% | +17.3% |
| 30D | +17.8% | +7.6% | +10.1% | +16.3% |
| 3M | +9.3% | +1.9% | +7.4% | +8.6% |
| 6M | -7.9% | +26.5% | -34.4% | -9.4% |
| YTD | -51.5% | +24.4% | -75.9% | -52.5% |
| 1Y | -53.3% | +19.4% | -72.7% | -53.2% |
| All | -53.3% | +20.6% | -73.9% | -53.2% |
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