+6,390.7%
INCY vs CASY
+17,236.8%
-10,846.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | +3.1% | +2.5% | +0.6% | +2.2% |
| 30D | +12.0% | +10.2% | +1.8% | +8.1% |
| 3M | +0.8% | -15.7% | +16.5% | +6.0% |
| 6M | +22.8% | -18.4% | +41.1% | +29.0% |
| YTD | +23.2% | +28.3% | -5.1% | +9.2% |
| 1Y | +12.4% | +32.6% | -20.1% | -1.9% |
| 3Y | +132.1% | +159.5% | -27.4% | +52.4% |
| 5Y | +85.5% | +263.9% | -178.4% | +4.3% |
| 10Y | +16.4% | +548.5% | -532.0% | -51.7% |
| All | +6,390.7% | +17,236.8% | -10,846.1% | +771.0% |
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 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