+39.7%
EFX vs INCY
+54.2%
-14.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.9% |
| 7D | -4.5% | -4.2% | -0.4% | -3.7% |
| 30D | -6.1% | +0.6% | -6.7% | -6.2% |
| 3M | +6.2% | +12.6% | -6.4% | +3.7% |
| 6M | -11.2% | +28.3% | -39.5% | -15.7% |
| YTD | -21.4% | +23.0% | -44.4% | -24.9% |
| 1Y | -34.3% | +41.0% | -75.3% | -39.1% |
| 3Y | -12.5% | +88.6% | -101.1% | -24.8% |
| 5Y | -35.6% | +70.8% | -106.4% | -43.8% |
| All | +39.7% | +54.2% | -14.5% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling