+4,101.1%
CSX vs INCY
+6,421.1%
-2,320.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +8.7% | +9.8% | -1.1% | +7.6% |
| 3M | +4.2% | +1.0% | +3.2% | +4.0% |
| 6M | +16.7% | +21.9% | -5.2% | +13.9% |
| YTD | +44.5% | +23.8% | +20.7% | +40.5% |
| 1Y | +50.3% | +13.0% | +37.2% | +47.5% |
| 3Y | +76.3% | +133.2% | -56.9% | +58.5% |
| 5Y | +58.1% | +87.8% | -29.7% | +44.8% |
| 10Y | +416.4% | +17.0% | +399.4% | +383.8% |
| All | +4,101.1% | +6,421.1% | -2,320.0% | +2,110.7% |
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 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