+47.2%
INCY vs CASY
+22.7%
+24.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -14.2% | +15.5% | +2.2% |
| 7D | -2.2% | -16.5% | +14.3% | -1.1% |
| 30D | +3.7% | -26.4% | +30.1% | +5.8% |
| 3M | +22.1% | -17.3% | +39.4% | +22.7% |
| 6M | +29.8% | -5.2% | +35.0% | +28.1% |
| YTD | +27.6% | +14.1% | +13.5% | +26.6% |
| 1Y | +47.2% | +16.6% | +30.6% | +45.2% |
| All | +47.2% | +22.7% | +24.5% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling