+95.6%
INCY vs CLBK
+51.6%
+44.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -2.2% | -1.5% | -0.7% | -1.9% |
| 30D | +3.7% | +6.7% | -3.0% | +2.2% |
| 3M | +22.1% | +21.2% | +0.9% | +17.3% |
| 6M | +29.8% | +42.0% | -12.2% | +20.6% |
| YTD | +27.6% | +63.3% | -35.7% | +15.5% |
| 1Y | +47.2% | +65.4% | -18.2% | +32.5% |
| All | +95.6% | +51.6% | +44.1% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling