+127.7%
INCY vs CRL
+97.9%
+29.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +8.4% | +11.9% | -3.5% | +5.2% |
| 3M | +0.4% | +20.2% | -19.8% | -4.1% |
| 6M | +22.4% | +107.5% | -85.1% | +3.9% |
| YTD | +22.5% | +69.4% | -46.9% | +7.7% |
| 1Y | +14.8% | +99.7% | -85.0% | -2.6% |
| 3Y | +127.7% | +98.8% | +29.0% | +73.4% |
| All | +127.7% | +97.9% | +29.8% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling