+1,748.0%
ED vs INCY
+6,390.7%
-4,642.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.7% | +3.1% | -4.8% | -1.8% |
| 30D | +10.7% | +12.0% | -1.3% | +10.2% |
| 3M | +11.6% | +0.8% | +10.9% | +11.6% |
| 6M | +13.5% | +22.8% | -9.3% | +12.6% |
| YTD | +23.1% | +23.2% | -0.1% | +22.0% |
| 1Y | +23.1% | +12.4% | +10.7% | +22.3% |
| 3Y | +47.9% | +132.1% | -84.1% | +42.6% |
| 5Y | +83.9% | +85.5% | -1.6% | +78.4% |
| 10Y | +142.1% | +16.4% | +125.6% | +136.0% |
| All | +1,748.0% | +6,390.7% | -4,642.7% | +1,292.3% |
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