+671.2%
CTAS vs INCY
+56.5%
+614.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -1.3% | -3.7% | +2.4% | -0.6% |
| 30D | -3.1% | +1.8% | -4.9% | -3.5% |
| 3M | +10.3% | +17.0% | -6.7% | +6.8% |
| 6M | +1.6% | +28.4% | -26.8% | -3.5% |
| YTD | +6.3% | +24.8% | -18.5% | +1.1% |
| 1Y | -0.5% | +42.9% | -43.4% | -8.2% |
| 3Y | +64.6% | +92.7% | -28.1% | +40.2% |
| 5Y | +106.0% | +73.3% | +32.7% | +77.8% |
| All | +671.2% | +56.5% | +614.7% | +517.7% |
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