-35.9%
EFX vs INCY
+69.5%
-105.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.5% |
| 7D | -11.1% | -3.7% | -7.4% | -10.3% |
| 30D | -7.4% | +1.8% | -9.2% | -7.9% |
| 3M | +1.5% | +17.0% | -15.5% | -2.5% |
| 6M | -13.7% | +28.4% | -42.1% | -19.2% |
| YTD | -21.9% | +24.8% | -46.7% | -26.6% |
| 1Y | -30.8% | +42.9% | -73.7% | -37.7% |
| 3Y | -12.4% | +92.7% | -105.1% | -29.5% |
| 5Y | -35.9% | +73.3% | -109.3% | -48.2% |
| All | -35.9% | +69.5% | -105.5% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling