-17.1%
CTSH vs INCY
+69.9%
-87.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.1% |
| 7D | -8.2% | -2.2% | -6.0% | -7.8% |
| 30D | +0.4% | +3.7% | -3.3% | -0.4% |
| 3M | +10.6% | +22.1% | -11.5% | +6.0% |
| 6M | -8.8% | +29.8% | -38.6% | -13.9% |
| YTD | -28.6% | +27.6% | -56.2% | -32.5% |
| 1Y | -15.9% | +47.2% | -63.1% | -23.2% |
| 3Y | -13.9% | +97.0% | -110.8% | -27.9% |
| 5Y | -17.1% | +73.4% | -90.4% | -28.8% |
| All | -17.1% | +69.9% | -87.0% | -28.8% |
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