+78.3%
INCY vs CLBK
+65.5%
+12.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -4.2% | -1.5% | -2.7% | -3.9% |
| 30D | +0.6% | -1.0% | +1.6% | +0.8% |
| 3M | +12.6% | +22.9% | -10.3% | +7.6% |
| 6M | +28.3% | +44.2% | -15.9% | +18.3% |
| YTD | +23.0% | +64.0% | -41.0% | +10.2% |
| 1Y | +41.0% | +65.7% | -24.7% | +25.7% |
| 3Y | +88.6% | +54.1% | +34.5% | +67.9% |
| 5Y | +70.8% | +44.7% | +26.1% | +48.5% |
| All | +78.3% | +65.5% | +12.8% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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