+51.9%
INCY vs CRL
+249.3%
-197.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -1.6% |
| 7D | -3.7% | -6.9% | +3.2% | -1.6% |
| 30D | +1.8% | -3.2% | +5.0% | +2.8% |
| 3M | +17.0% | +46.5% | -29.6% | +4.2% |
| 6M | +28.4% | +63.1% | -34.7% | +9.7% |
| YTD | +24.8% | +36.9% | -12.0% | +11.8% |
| 1Y | +42.9% | +78.1% | -35.2% | +17.4% |
| 3Y | +92.7% | +36.7% | +56.0% | +61.7% |
| 5Y | +73.3% | -38.1% | +111.4% | +89.6% |
| All | +51.9% | +249.3% | -197.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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