+58.6%
ELF vs INCY
+12.8%
+45.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +9.1% | +8.4% | +0.7% | +7.0% |
| 3M | +28.2% | +0.4% | +27.8% | +28.0% |
| 6M | +119.5% | +22.4% | +97.1% | +108.1% |
| YTD | +55.2% | +22.5% | +32.7% | +41.7% |
| 1Y | +58.6% | +14.8% | +43.8% | +50.3% |
| All | +58.6% | +12.8% | +45.8% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling