+9.6%
EIX vs INCY
+45.3%
-35.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -19.1% | +1.9% | -21.0% | -19.4% |
| 30D | -16.9% | +5.8% | -22.7% | -17.6% |
| 3M | -20.0% | +25.2% | -45.2% | -22.3% |
| 6M | -21.3% | +28.2% | -49.5% | -23.8% |
| YTD | -1.7% | +28.3% | -30.0% | -6.1% |
| 1Y | +9.6% | +48.3% | -38.8% | +0.1% |
| All | +9.6% | +45.3% | -35.7% | +0.1% |
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