+73.4%
INCY vs CRL
-37.6%
+111.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -2.2% | -4.6% | +2.4% | -1.3% |
| 30D | +3.7% | +0.5% | +3.2% | +3.6% |
| 3M | +22.1% | +46.6% | -24.5% | +13.2% |
| 6M | +29.8% | +57.3% | -27.5% | +18.1% |
| YTD | +27.6% | +39.5% | -12.0% | +18.5% |
| 1Y | +47.2% | +76.9% | -29.7% | +30.3% |
| 3Y | +97.0% | +39.4% | +57.6% | +75.2% |
| 5Y | +73.4% | -37.2% | +110.5% | +55.7% |
| All | +73.4% | -37.6% | +111.0% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling