-13.0%
CTSH vs INCY
+41.2%
-54.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.6% |
| 3M | +17.9% | +12.6% | +5.3% | +15.7% |
| 6M | -2.6% | +28.3% | -31.0% | -6.1% |
| YTD | -26.4% | +23.0% | -49.4% | -28.5% |
| 1Y | -13.0% | +41.0% | -54.0% | -17.5% |
| All | -13.0% | +41.2% | -54.3% | -17.5% |
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