+96.7%
ELAN vs INCY
+89.7%
+7.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.8% |
| 7D | -5.4% | -4.2% | -1.3% | -4.3% |
| 30D | +4.7% | +0.6% | +4.1% | +4.6% |
| 3M | -3.7% | +12.6% | -16.3% | -7.3% |
| 6M | -1.2% | +28.3% | -29.5% | -8.5% |
| YTD | +2.4% | +23.0% | -20.6% | -4.7% |
| 1Y | +23.4% | +41.0% | -17.6% | +10.3% |
| 3Y | +96.7% | +88.6% | +8.1% | +56.0% |
| All | +96.7% | +89.7% | +7.0% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling