-35.6%
ELAN vs INCY
+80.3%
-116.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.8% |
| 7D | -5.4% | -4.2% | -1.3% | -4.1% |
| 30D | +4.7% | +0.6% | +4.1% | +4.5% |
| 3M | -3.7% | +12.6% | -16.3% | -7.9% |
| 6M | -1.2% | +28.3% | -29.5% | -9.6% |
| YTD | +2.4% | +23.0% | -20.6% | -5.6% |
| 1Y | +23.4% | +41.0% | -17.6% | +8.3% |
| 3Y | +96.7% | +88.6% | +8.1% | +52.4% |
| 5Y | -30.6% | +70.8% | -101.4% | -44.6% |
| All | -35.6% | +80.3% | -116.0% | -51.8% |
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