+68.0%
INCY vs CASY
+274.3%
-206.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.4% |
| 7D | -0.5% | -4.4% | +3.9% | +0.2% |
| 30D | +3.2% | -12.0% | +15.2% | +5.1% |
| 3M | +23.6% | -2.3% | +25.9% | +23.2% |
| 6M | +29.7% | +10.5% | +19.1% | +26.4% |
| YTD | +25.9% | +33.0% | -7.1% | +19.2% |
| 1Y | +43.7% | +41.1% | +2.6% | +34.3% |
| 3Y | +94.4% | +207.5% | -113.1% | +54.1% |
| 5Y | +68.0% | +290.7% | -222.8% | +22.6% |
| All | +68.0% | +274.3% | -206.3% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling