+1,561.3%
ED vs INCY
+6,660.0%
-5,098.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.3% |
| 7D | -0.2% | +1.9% | -2.1% | -0.3% |
| 30D | -0.1% | +5.8% | -5.9% | -0.4% |
| 3M | +3.9% | +25.2% | -21.3% | +3.0% |
| 6M | -3.0% | +28.2% | -31.2% | -4.0% |
| YTD | +10.7% | +28.3% | -17.6% | +9.5% |
| 1Y | +13.3% | +48.3% | -35.0% | +11.5% |
| 3Y | +34.5% | +95.9% | -61.4% | +30.4% |
| 5Y | +67.1% | +66.6% | +0.6% | +62.7% |
| 10Y | +103.0% | +54.5% | +48.5% | +95.8% |
| All | +1,561.3% | +6,660.0% | -5,098.7% | +1,150.0% |
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