+412.6%
CSX vs INCY
+27.4%
+385.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.4% |
| 7D | -2.2% | +1.5% | -3.7% | -2.5% |
| 30D | +6.8% | +8.1% | -1.3% | +5.3% |
| 3M | +0.7% | +1.1% | -0.4% | +0.3% |
| 6M | +13.3% | +23.7% | -10.4% | +8.2% |
| YTD | +40.5% | +23.4% | +17.1% | +33.8% |
| 1Y | +44.7% | +15.0% | +29.7% | +39.5% |
| 3Y | +74.5% | +132.1% | -57.6% | +43.6% |
| 5Y | +52.0% | +83.2% | -31.2% | +30.0% |
| 10Y | +412.6% | +17.1% | +395.6% | +350.7% |
| All | +412.6% | +27.4% | +385.3% | +350.7% |
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