+6,660.0%
INCY vs CASY
+18,432.5%
-11,772.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +5.8% | -11.3% | +17.1% | +10.3% |
| 3M | +25.2% | -0.6% | +25.8% | +23.6% |
| 6M | +28.2% | +10.7% | +17.5% | +21.2% |
| YTD | +28.3% | +37.1% | -8.8% | +12.0% |
| 1Y | +48.3% | +52.3% | -3.9% | +23.9% |
| 3Y | +95.9% | +215.2% | -119.3% | +20.1% |
| 5Y | +66.6% | +276.5% | -209.9% | -6.6% |
| 10Y | +54.5% | +508.4% | -453.8% | -33.5% |
| All | +6,660.0% | +18,432.5% | -11,772.5% | +793.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling