+3,225.2%
CSGP vs INCY
+598.7%
+2,626.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -4.9% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +10.7% | +5.5% | +5.2% | +9.7% |
| 3M | +3.3% | +1.1% | +2.2% | +3.0% |
| 6M | -10.3% | +19.8% | -30.2% | -13.2% |
| YTD | -54.6% | +21.1% | -75.7% | -56.2% |
| 1Y | -54.6% | +13.7% | -68.4% | -55.9% |
| 3Y | -60.3% | +119.3% | -179.6% | -65.7% |
| 5Y | -63.3% | +76.3% | -139.6% | -67.3% |
| 10Y | +66.5% | +36.6% | +29.9% | +48.2% |
| All | +3,225.2% | +598.7% | +2,626.5% | +1,446.6% |
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