+67.3%
CSGP vs INCY
+27.4%
+39.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.8% |
| 7D | -1.8% | +1.5% | -3.4% | -2.2% |
| 30D | +5.3% | +8.1% | -2.8% | +3.4% |
| 3M | +3.3% | +1.1% | +2.2% | +2.9% |
| 6M | -4.7% | +23.7% | -28.3% | -9.5% |
| YTD | -53.5% | +23.4% | -76.9% | -56.1% |
| 1Y | -53.7% | +15.0% | -68.7% | -55.6% |
| 3Y | -59.7% | +132.1% | -191.8% | -68.2% |
| 5Y | -62.5% | +83.2% | -145.7% | -68.6% |
| 10Y | +67.3% | +17.1% | +50.2% | +36.9% |
| All | +67.3% | +27.4% | +39.9% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling