-63.1%
CSGP vs INCY
+79.4%
-142.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.6% |
| 7D | -3.2% | +2.3% | -5.5% | -3.7% |
| 30D | +2.2% | +6.7% | -4.4% | +0.6% |
| 3M | -3.7% | -1.0% | -2.6% | -3.6% |
| 6M | -7.4% | +22.1% | -29.5% | -12.2% |
| YTD | -54.9% | +21.8% | -76.7% | -57.4% |
| 1Y | -54.9% | +13.5% | -68.4% | -56.7% |
| 3Y | -61.9% | +129.4% | -191.3% | -71.7% |
| 5Y | -63.1% | +84.0% | -147.1% | -70.5% |
| All | -63.1% | +79.4% | -142.6% | -70.5% |
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 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