+7,818.3%
ECL vs INCY
+6,390.7%
+1,427.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -0.5% | +3.1% | -3.6% | -0.7% |
| 30D | +6.6% | +12.0% | -5.5% | +5.5% |
| 3M | +9.6% | +0.8% | +8.9% | +9.5% |
| 6M | +21.6% | +22.8% | -1.2% | +19.3% |
| YTD | +16.9% | +23.2% | -6.3% | +14.5% |
| 1Y | +17.9% | +12.4% | +5.5% | +16.3% |
| 3Y | +76.5% | +132.1% | -55.6% | +62.7% |
| 5Y | +36.6% | +85.5% | -48.9% | +27.9% |
| 10Y | +193.2% | +16.4% | +176.7% | +178.5% |
| All | +7,818.3% | +6,390.7% | +1,427.7% | +4,916.1% |
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