-6.7%
EFX vs INCY
+20.6%
-27.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +1.2% |
| 7D | +9.2% | +5.1% | +4.1% | +7.7% |
| 30D | +34.8% | +7.6% | +27.1% | +32.2% |
| 3M | +8.8% | +1.9% | +7.0% | +8.0% |
| 6M | +12.3% | +26.5% | -14.2% | +9.0% |
| YTD | -10.6% | +24.4% | -35.0% | -12.9% |
| 1Y | -6.7% | +19.4% | -26.1% | -8.9% |
| All | -6.7% | +20.6% | -27.4% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling