+1,773.5%
ED vs INCY
+6,351.7%
-4,578.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +2.1% | +1.1% | +1.0% | +2.0% |
| 30D | +10.4% | +8.4% | +2.0% | +10.1% |
| 3M | +12.5% | +0.4% | +12.2% | +12.5% |
| 6M | +14.9% | +22.4% | -7.5% | +14.0% |
| YTD | +24.8% | +22.5% | +2.4% | +23.7% |
| 1Y | +23.8% | +14.8% | +9.1% | +23.0% |
| 3Y | +51.6% | +127.7% | -76.1% | +46.2% |
| 5Y | +86.4% | +84.4% | +2.0% | +80.9% |
| 10Y | +145.4% | +15.7% | +129.7% | +139.3% |
| All | +1,773.5% | +6,351.7% | -4,578.2% | +1,311.9% |
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