+7,115.1%
ECL vs INCY
+6,534.7%
+580.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -2.5% | +3.2% | -5.7% | -2.7% |
| 3M | +8.3% | +23.6% | -15.3% | +6.3% |
| 6M | -1.1% | +29.7% | -30.8% | -3.4% |
| YTD | +6.5% | +25.9% | -19.4% | +4.2% |
| 1Y | +2.1% | +43.7% | -41.6% | -1.3% |
| 3Y | +57.6% | +94.4% | -36.8% | +47.5% |
| 5Y | +28.1% | +68.0% | -39.9% | +20.8% |
| 10Y | +153.2% | +52.5% | +100.7% | +135.4% |
| All | +7,115.1% | +6,534.7% | +580.4% | +4,464.0% |
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 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