+313.8%
ELF vs INCY
+44.3%
+269.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | +5.4% | +1.9% | +3.4% | +4.9% |
| 30D | +27.0% | +5.8% | +21.2% | +25.5% |
| 3M | +113.2% | +25.2% | +88.0% | +102.9% |
| 6M | +36.6% | +28.2% | +8.4% | +29.0% |
| YTD | +44.2% | +28.3% | +15.9% | +36.0% |
| 1Y | -18.0% | +48.3% | -66.3% | -25.1% |
| 3Y | -19.9% | +95.9% | -115.9% | -32.0% |
| 5Y | +257.7% | +66.6% | +191.1% | +211.1% |
| All | +313.8% | +44.3% | +269.5% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling