+15.3%
INCY vs CASY
+555.0%
-539.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +1.1% | +3.6% | -2.5% | +0.5% |
| 30D | +8.4% | +9.1% | -0.6% | +6.7% |
| 3M | +0.4% | -16.5% | +16.9% | +3.3% |
| 6M | +22.4% | -19.7% | +42.1% | +26.3% |
| YTD | +22.5% | +29.3% | -6.8% | +14.7% |
| 1Y | +14.8% | +33.1% | -18.4% | +6.7% |
| 3Y | +127.7% | +158.5% | -30.8% | +80.9% |
| 5Y | +84.4% | +266.7% | -182.3% | +33.5% |
| All | +15.3% | +555.0% | -539.7% | -27.0% |
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