+62.6%
CSGP vs INCY
+17.7%
+44.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -7.1% | -0.5% | -6.6% | -7.0% |
| 30D | +3.6% | +9.8% | -6.2% | +1.4% |
| 3M | -2.7% | +1.0% | -3.7% | -3.1% |
| 6M | -8.0% | +21.9% | -29.9% | -12.5% |
| YTD | -55.0% | +23.8% | -78.8% | -57.5% |
| 1Y | -55.8% | +13.0% | -68.8% | -57.4% |
| 3Y | -62.0% | +133.2% | -195.2% | -70.0% |
| 5Y | -62.9% | +87.8% | -150.7% | -69.2% |
| 10Y | +62.6% | +17.0% | +45.6% | +33.1% |
| All | +62.6% | +17.7% | +44.9% | +33.1% |
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