-15.3%
CTSH vs INCY
+86.9%
-102.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -4.2% | +3.1% | -7.3% | -4.9% |
| 30D | +3.9% | +12.0% | -8.1% | +1.3% |
| 3M | +10.2% | +0.8% | +9.4% | +9.7% |
| 6M | +35.3% | +22.8% | +12.5% | +28.8% |
| YTD | -21.8% | +23.2% | -45.0% | -25.9% |
| 1Y | -12.1% | +12.4% | -24.6% | -15.1% |
| 3Y | +2.0% | +132.1% | -130.0% | -20.4% |
| 5Y | -15.3% | +85.5% | -100.8% | -27.4% |
| All | -15.3% | +86.9% | -102.2% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling