+3,617.8%
EFX vs INCY
+6,534.7%
-2,916.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.9% |
| 7D | -7.8% | -0.5% | -7.3% | -7.8% |
| 30D | -5.7% | +3.2% | -8.9% | -6.0% |
| 3M | +2.5% | +23.6% | -21.1% | +0.3% |
| 6M | -16.7% | +29.7% | -46.3% | -19.0% |
| YTD | -20.2% | +25.9% | -46.1% | -22.2% |
| 1Y | -31.4% | +43.7% | -75.1% | -34.2% |
| 3Y | -10.5% | +94.4% | -104.9% | -17.3% |
| 5Y | -35.2% | +68.0% | -103.2% | -39.4% |
| 10Y | +40.2% | +52.5% | -12.4% | +28.8% |
| All | +3,617.8% | +6,534.7% | -2,916.9% | +1,951.3% |
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