+418.4%
CSX vs INCY
+16.0%
+402.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | +3.1% | +3.1% | 0.0% | +2.5% |
| 30D | +9.7% | +12.0% | -2.3% | +7.4% |
| 3M | +4.9% | +0.8% | +4.1% | +4.6% |
| 6M | +18.4% | +22.8% | -4.4% | +13.3% |
| YTD | +45.9% | +23.2% | +22.7% | +39.0% |
| 1Y | +50.0% | +12.4% | +37.6% | +45.2% |
| 3Y | +78.0% | +132.1% | -54.1% | +46.5% |
| 5Y | +59.2% | +85.5% | -26.3% | +35.8% |
| All | +418.4% | +16.0% | +402.3% | +355.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling