+43.0%
CSGP vs INCY
+51.6%
-8.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.2% |
| 7D | -4.1% | +1.9% | -6.0% | -4.5% |
| 30D | +2.3% | +5.8% | -3.5% | +1.0% |
| 3M | -8.2% | +25.2% | -33.4% | -12.8% |
| 6M | -35.1% | +28.2% | -63.3% | -38.9% |
| YTD | -54.0% | +28.3% | -82.4% | -56.9% |
| 1Y | -65.3% | +48.3% | -113.7% | -68.7% |
| 3Y | -62.6% | +95.9% | -158.5% | -69.0% |
| 5Y | -64.8% | +66.6% | -131.4% | -70.0% |
| All | +43.0% | +51.6% | -8.6% | +5.4% |
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