+889.1%
EIX vs INCY
+6,351.7%
-5,462.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +1.4% | +1.1% | +0.3% | +1.3% |
| 30D | +8.5% | +8.4% | +0.1% | +7.9% |
| 3M | -13.5% | +0.4% | -13.8% | -13.5% |
| 6M | -12.4% | +22.4% | -34.8% | -13.8% |
| YTD | +5.9% | +22.5% | -16.6% | +4.1% |
| 1Y | +7.6% | +14.8% | -7.2% | +6.2% |
| 3Y | +12.8% | +127.7% | -115.0% | +5.2% |
| 5Y | +19.2% | +84.4% | -65.2% | +12.5% |
| 10Y | +34.9% | +15.7% | +19.1% | +28.7% |
| All | +889.1% | +6,351.7% | -5,462.6% | +490.7% |
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