+61.9%
EBAY vs INCY
+69.3%
-7.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | +4.2% | -4.2% | +8.4% | +5.0% |
| 30D | +5.6% | +0.6% | +5.1% | +5.4% |
| 3M | -1.4% | +12.6% | -14.0% | -3.8% |
| 6M | +18.2% | +28.3% | -10.1% | +12.3% |
| YTD | +24.8% | +23.0% | +1.9% | +19.1% |
| 1Y | +18.0% | +41.0% | -22.9% | +9.0% |
| 3Y | +160.3% | +88.6% | +71.7% | +118.0% |
| All | +61.9% | +69.3% | -7.4% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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