+3,388.4%
CSGP vs INCY
+589.1%
+2,799.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.0% |
| 7D | +13.9% | +1.0% | +12.9% | +13.7% |
| 30D | +16.0% | +4.7% | +11.3% | +15.2% |
| 3M | +6.1% | -1.5% | +7.6% | +6.2% |
| 6M | -8.2% | +21.1% | -29.2% | -11.2% |
| YTD | -52.3% | +19.5% | -71.8% | -53.9% |
| 1Y | -54.5% | +11.6% | -66.1% | -55.6% |
| 3Y | -58.6% | +115.2% | -173.7% | -64.1% |
| 5Y | -61.5% | +73.9% | -135.4% | -65.6% |
| 10Y | +74.7% | +34.8% | +39.9% | +55.9% |
| All | +3,388.4% | +589.1% | +2,799.3% | +1,526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling