+28.1%
EIX vs INCY
+67.7%
-39.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +4.7% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | -13.5% | +3.2% | -16.7% | -13.9% |
| 3M | -15.3% | +23.6% | -38.9% | -17.4% |
| 6M | -15.3% | +29.7% | -45.0% | -18.0% |
| YTD | +2.7% | +25.9% | -23.2% | -0.4% |
| 1Y | +17.4% | +43.7% | -26.3% | +12.0% |
| 3Y | -1.3% | +94.4% | -95.8% | -10.4% |
| All | +28.1% | +67.7% | -39.6% | +16.6% |
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 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