+3,876.1%
CSX vs INCY
+6,281.3%
-2,405.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.5% |
| 7D | -5.5% | -0.6% | -4.9% | -5.5% |
| 30D | +4.9% | +5.5% | -0.5% | +4.3% |
| 3M | -2.9% | +1.1% | -3.9% | -3.1% |
| 6M | +8.3% | +19.8% | -11.5% | +5.9% |
| YTD | +36.7% | +21.1% | +15.6% | +33.3% |
| 1Y | +41.5% | +13.7% | +27.8% | +38.8% |
| 3Y | +68.6% | +119.3% | -50.6% | +52.6% |
| 5Y | +48.4% | +76.3% | -27.9% | +36.9% |
| 10Y | +446.6% | +36.6% | +410.0% | +404.1% |
| All | +3,876.1% | +6,281.3% | -2,405.3% | +1,997.2% |
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