+22.2%
CTSH vs INCY
+54.2%
-32.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +3.2% |
| 7D | -3.7% | -4.2% | +0.5% | -2.9% |
| 30D | +3.7% | +0.6% | +3.1% | +3.5% |
| 3M | +17.9% | +12.6% | +5.3% | +14.8% |
| 6M | -2.6% | +28.3% | -31.0% | -7.9% |
| YTD | -26.4% | +23.0% | -49.4% | -29.9% |
| 1Y | -13.0% | +41.0% | -54.0% | -19.8% |
| 3Y | -11.2% | +88.6% | -99.8% | -24.5% |
| 5Y | -14.3% | +70.8% | -85.1% | -26.2% |
| All | +22.2% | +54.2% | -32.0% | +6.9% |
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