-59.7%
CSGP vs INCY
+124.7%
-184.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.9% |
| 7D | -1.8% | +1.5% | -3.4% | -2.1% |
| 30D | +5.3% | +8.1% | -2.8% | +3.8% |
| 3M | +3.3% | +1.1% | +2.2% | +2.9% |
| 6M | -4.7% | +23.7% | -28.3% | -8.1% |
| YTD | -53.5% | +23.4% | -76.9% | -55.4% |
| 1Y | -53.7% | +15.0% | -68.7% | -55.0% |
| 3Y | -59.7% | +132.1% | -191.8% | -66.5% |
| All | -59.7% | +124.7% | -184.4% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling