+36.6%
ECL vs INCY
+86.9%
-50.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -0.5% | +3.1% | -3.6% | -0.9% |
| 30D | +6.6% | +12.0% | -5.5% | +4.7% |
| 3M | +9.6% | +0.8% | +8.9% | +9.4% |
| 6M | +21.6% | +22.8% | -1.2% | +17.6% |
| YTD | +16.9% | +23.2% | -6.3% | +12.5% |
| 1Y | +17.9% | +12.4% | +5.5% | +15.0% |
| 3Y | +76.5% | +132.1% | -55.6% | +47.1% |
| 5Y | +36.6% | +85.5% | -48.9% | +22.0% |
| All | +36.6% | +86.9% | -50.3% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling