+14,235.7%
EBAY vs INCY
+866.9%
+13,368.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +1.9% |
| 7D | -0.8% | -3.7% | +2.9% | 0.0% |
| 30D | -0.6% | +1.8% | -2.4% | -1.1% |
| 3M | -1.0% | +17.0% | -18.0% | -4.4% |
| 6M | +16.3% | +28.4% | -12.1% | +10.0% |
| YTD | +21.7% | +24.8% | -3.1% | +15.4% |
| 1Y | +16.5% | +42.9% | -26.4% | +7.0% |
| 3Y | +154.2% | +92.7% | +61.5% | +114.8% |
| 5Y | +58.1% | +73.3% | -15.3% | +35.7% |
| 10Y | +273.5% | +55.8% | +217.7% | +209.3% |
| All | +14,235.7% | +866.9% | +13,368.8% | +4,298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling