+34.2%
ECHO vs INCY
+20.6%
+13.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.5% | -7.7% | -3.4% |
| 7D | +4.6% | +5.1% | -0.5% | +4.3% |
| 30D | +0.4% | +7.6% | -7.2% | 0.0% |
| 3M | +7.7% | +1.9% | +5.8% | +7.8% |
| 6M | -18.0% | +26.5% | -44.5% | -20.8% |
| YTD | -9.3% | +24.4% | -33.7% | -11.9% |
| 1Y | +34.2% | +19.4% | +14.8% | +29.5% |
| All | +34.2% | +20.6% | +13.6% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling