+65.4%
CTAS vs INCY
+94.3%
-28.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | 0.0% | -0.5% | +0.4% | 0.0% |
| 30D | -1.0% | +3.2% | -4.2% | -1.4% |
| 3M | +15.8% | +23.6% | -7.8% | +12.9% |
| 6M | -1.0% | +29.7% | -30.7% | -4.0% |
| YTD | +7.4% | +25.9% | -18.5% | +4.1% |
| 1Y | -0.1% | +43.7% | -43.8% | -5.1% |
| All | +65.4% | +94.3% | -28.9% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling