+886.0%
EIX vs INCY
+6,390.7%
-5,504.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.5% | +3.1% | -4.6% | -1.7% |
| 30D | +8.1% | +12.0% | -3.9% | +7.2% |
| 3M | -12.1% | +0.8% | -12.9% | -12.2% |
| 6M | -13.4% | +22.8% | -36.2% | -14.8% |
| YTD | +5.6% | +23.2% | -17.6% | +3.7% |
| 1Y | +7.8% | +12.4% | -4.6% | +6.6% |
| 3Y | +9.8% | +132.1% | -122.3% | +2.3% |
| 5Y | +18.8% | +85.5% | -66.6% | +12.1% |
| 10Y | +34.4% | +16.4% | +18.0% | +28.2% |
| All | +886.0% | +6,390.7% | -5,504.7% | +488.6% |
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 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