+398.8%
CSX vs INCY
+25.1%
+373.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.6% |
| 7D | -5.5% | -0.6% | -4.9% | -5.4% |
| 30D | +4.9% | +5.5% | -0.5% | +3.9% |
| 3M | -2.9% | +1.1% | -3.9% | -3.2% |
| 6M | +8.3% | +19.8% | -11.5% | +4.1% |
| YTD | +36.7% | +21.1% | +15.6% | +30.7% |
| 1Y | +41.5% | +13.7% | +27.8% | +36.7% |
| 3Y | +68.6% | +119.3% | -50.6% | +40.3% |
| 5Y | +48.4% | +76.3% | -27.9% | +27.9% |
| All | +398.8% | +25.1% | +373.8% | +340.0% |
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