+156.3%
ECL vs INCY
+54.2%
+102.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -1.1% | -4.2% | +3.1% | -0.5% |
| 30D | -0.8% | +0.6% | -1.4% | -0.9% |
| 3M | +5.0% | +12.6% | -7.6% | +3.0% |
| 6M | +0.2% | +28.3% | -28.1% | -3.8% |
| YTD | +5.8% | +23.0% | -17.2% | +1.9% |
| 1Y | +1.5% | +41.0% | -39.4% | -4.4% |
| 3Y | +55.0% | +88.6% | -33.6% | +37.1% |
| 5Y | +29.3% | +70.8% | -41.5% | +15.2% |
| All | +156.3% | +54.2% | +102.1% | +115.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling