+490.1%
CSX vs INCY
+51.6%
+438.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | -3.4% | +1.9% | -5.3% | -3.8% |
| 30D | -3.1% | +5.8% | -8.9% | -4.2% |
| 3M | +7.2% | +25.2% | -18.0% | +2.3% |
| 6M | +16.2% | +28.2% | -12.0% | +10.2% |
| YTD | +37.5% | +28.3% | +9.2% | +30.1% |
| 1Y | +53.2% | +48.3% | +4.9% | +40.3% |
| 3Y | +68.2% | +95.9% | -27.7% | +43.0% |
| 5Y | +65.2% | +66.6% | -1.3% | +43.6% |
| All | +490.1% | +51.6% | +438.5% | +362.5% |
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 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