+18.0%
EIX vs INCY
+54.2%
-36.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.2% |
| 7D | -1.4% | -4.2% | +2.8% | -0.9% |
| 30D | -19.3% | +0.6% | -19.9% | -19.4% |
| 3M | -21.7% | +12.6% | -34.3% | -22.8% |
| 6M | -19.8% | +28.3% | -48.1% | -22.1% |
| YTD | -3.0% | +23.0% | -26.0% | -5.6% |
| 1Y | +5.1% | +41.0% | -35.9% | +0.7% |
| 3Y | -7.0% | +88.6% | -95.6% | -14.6% |
| 5Y | +22.0% | +70.8% | -48.8% | +12.4% |
| All | +18.0% | +54.2% | -36.2% | +4.6% |
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