+7,944.8%
ECL vs INCY
+6,351.7%
+1,593.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +2.9% | +1.1% | +1.8% | +2.8% |
| 30D | +7.5% | +8.4% | -0.9% | +6.8% |
| 3M | +12.2% | +0.4% | +11.9% | +12.1% |
| 6M | +24.6% | +22.4% | +2.1% | +22.3% |
| YTD | +18.8% | +22.5% | -3.7% | +16.4% |
| 1Y | +19.3% | +14.8% | +4.6% | +17.6% |
| 3Y | +78.2% | +127.7% | -49.5% | +64.6% |
| 5Y | +38.8% | +84.4% | -45.6% | +30.1% |
| 10Y | +197.8% | +15.7% | +182.1% | +183.0% |
| All | +7,944.8% | +6,351.7% | +1,593.0% | +4,998.7% |
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