+51.9%
INCY vs CASY
+464.4%
-412.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -3.7% | -17.2% | +13.6% | -0.5% |
| 30D | +1.8% | -24.4% | +26.2% | +6.9% |
| 3M | +17.0% | -31.4% | +48.4% | +24.9% |
| 6M | +28.4% | -8.9% | +37.3% | +28.8% |
| YTD | +24.8% | +13.8% | +11.0% | +19.6% |
| 1Y | +42.9% | +17.0% | +26.0% | +35.9% |
| 3Y | +92.7% | +163.1% | -70.4% | +50.7% |
| 5Y | +73.3% | +239.0% | -165.7% | +26.3% |
| All | +51.9% | +464.4% | -412.5% | -4.2% |
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