+67.7%
INCY vs CLBK
+43.5%
+24.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.2% | -1.5% | -2.7% | -3.9% |
| 30D | +0.6% | -1.0% | +1.6% | +0.7% |
| 3M | +12.6% | +22.9% | -10.3% | +8.7% |
| 6M | +28.3% | +44.2% | -15.9% | +20.4% |
| YTD | +23.0% | +64.0% | -41.0% | +12.9% |
| 1Y | +41.0% | +65.7% | -24.7% | +29.0% |
| 3Y | +88.6% | +54.1% | +34.5% | +72.9% |
| All | +67.7% | +43.5% | +24.2% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling