+14.9%
INCY vs CASY
+539.5%
-524.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +2.3% | +5.0% | -2.7% | +1.4% |
| 30D | +6.7% | +8.2% | -1.5% | +5.1% |
| 3M | -1.0% | -18.2% | +17.1% | +2.2% |
| 6M | +22.1% | -18.6% | +40.7% | +25.5% |
| YTD | +21.8% | +26.8% | -5.0% | +14.4% |
| 1Y | +13.5% | +31.6% | -18.1% | +5.7% |
| 3Y | +129.4% | +156.5% | -27.1% | +82.4% |
| 5Y | +84.0% | +258.6% | -174.7% | +33.8% |
| 10Y | +14.9% | +550.3% | -535.4% | -26.5% |
| All | +14.9% | +539.5% | -524.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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