+357.2%
ELF vs INCY
+14.6%
+342.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +6.3% | +2.3% | +4.0% | +5.8% |
| 30D | +8.5% | +6.7% | +1.8% | +7.0% |
| 3M | +24.4% | -1.0% | +25.5% | +24.6% |
| 6M | +94.7% | +22.1% | +72.7% | +85.6% |
| YTD | +55.9% | +21.8% | +34.1% | +48.2% |
| 1Y | +48.4% | +13.5% | +34.9% | +43.2% |
| 3Y | +24.6% | +129.4% | -104.8% | +2.0% |
| 5Y | +285.0% | +84.0% | +201.0% | +227.9% |
| 10Y | +357.2% | +14.9% | +342.3% | +292.2% |
| All | +357.2% | +14.6% | +342.6% | +292.2% |
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