+278.6%
ECHO vs INCY
+1,104.9%
-826.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +5.7% | +1.1% | +4.6% | +5.5% |
| 30D | +13.8% | +8.4% | +5.4% | +11.9% |
| 3M | +9.1% | +0.4% | +8.7% | +8.7% |
| 6M | -24.9% | +22.4% | -47.4% | -28.3% |
| YTD | -8.0% | +22.5% | -30.5% | -12.2% |
| 1Y | +42.9% | +14.8% | +28.1% | +37.7% |
| 3Y | +926.7% | +127.7% | +799.0% | +752.5% |
| 5Y | +230.4% | +84.4% | +146.0% | +184.5% |
| 10Y | +145.9% | +15.7% | +130.1% | +117.8% |
| All | +278.6% | +1,104.9% | -826.2% | +53.2% |
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