+815.5%
CTAS vs INCY
+15.3%
+800.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +2.0% | +1.1% | +0.9% | +1.8% |
| 30D | +8.7% | +8.4% | +0.3% | +6.9% |
| 3M | +13.3% | +0.4% | +12.9% | +12.9% |
| 6M | +39.4% | +22.4% | +17.0% | +33.5% |
| YTD | +21.5% | +22.5% | -1.0% | +15.8% |
| 1Y | +21.9% | +14.8% | +7.1% | +17.5% |
| 3Y | +73.6% | +127.7% | -54.1% | +42.1% |
| 5Y | +116.2% | +84.4% | +31.8% | +84.1% |
| All | +815.5% | +15.3% | +800.1% | +692.1% |
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