+175.7%
INCY vs CRL
+1,379.5%
-1,203.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | +1.9% | -1.0% | +2.9% | +2.3% |
| 30D | +5.8% | +10.7% | -4.9% | +1.4% |
| 3M | +25.2% | +55.3% | -30.1% | +3.7% |
| 6M | +28.2% | +60.7% | -32.4% | +3.1% |
| YTD | +28.3% | +44.6% | -16.3% | +7.1% |
| 1Y | +48.3% | +77.7% | -29.4% | +12.3% |
| 3Y | +95.9% | +37.6% | +58.3% | +51.1% |
| 5Y | +66.6% | -35.8% | +102.4% | +69.7% |
| 10Y | +54.5% | +241.7% | -187.2% | -36.2% |
| All | +175.7% | +1,379.5% | -1,203.8% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling