-64.8%
CSGP vs INCY
+67.3%
-132.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | -8.2% | +25.2% | -33.4% | -13.0% |
| 6M | -35.1% | +28.2% | -63.3% | -39.0% |
| YTD | -54.0% | +28.3% | -82.4% | -57.0% |
| 1Y | -65.3% | +48.3% | -113.7% | -68.9% |
| 3Y | -62.6% | +95.9% | -158.5% | -69.6% |
| All | -64.8% | +67.3% | -132.0% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling