+49.5%
ELF vs INCY
+13.5%
+36.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.3% |
| 7D | +7.8% | +1.5% | +6.3% | +7.4% |
| 30D | +9.3% | +8.1% | +1.2% | +7.1% |
| 3M | +21.2% | +1.1% | +20.1% | +20.7% |
| 6M | +96.1% | +23.7% | +72.4% | +84.9% |
| YTD | +57.0% | +23.4% | +33.5% | +42.9% |
| All | +49.5% | +13.5% | +36.0% | +41.3% |
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