-10.8%
CTSH vs INCY
+45.3%
-56.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | -2.7% | +1.9% | -4.6% | -3.1% |
| 30D | +12.4% | +5.8% | +6.6% | +11.2% |
| 3M | +17.4% | +25.2% | -7.8% | +13.4% |
| 6M | -3.1% | +28.2% | -31.3% | -6.6% |
| YTD | -23.6% | +28.3% | -51.9% | -26.3% |
| 1Y | -10.8% | +48.3% | -59.2% | -16.2% |
| All | -10.8% | +45.3% | -56.1% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling