+240.0%
ECHO vs INCY
+1,162.5%
-922.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +3.4% | +1.9% | +1.5% | +3.0% |
| 30D | +2.4% | +5.8% | -3.4% | +1.2% |
| 3M | -28.0% | +25.2% | -53.2% | -31.3% |
| 6M | -21.2% | +28.2% | -49.5% | -25.2% |
| YTD | -17.4% | +28.3% | -45.7% | -21.7% |
| 1Y | +33.6% | +48.3% | -14.8% | +22.6% |
| 3Y | +419.7% | +95.9% | +323.7% | +345.2% |
| 5Y | +241.7% | +66.6% | +175.1% | +199.9% |
| 10Y | +180.8% | +54.5% | +126.2% | +135.6% |
| All | +240.0% | +1,162.5% | -922.4% | +36.7% |
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 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