+338.3%
ELF vs INCY
+36.3%
+302.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.4% |
| 7D | +4.0% | -0.6% | +4.6% | +4.1% |
| 30D | +10.6% | +5.5% | +5.1% | +9.3% |
| 3M | +25.8% | +1.1% | +24.7% | +25.5% |
| 6M | +89.1% | +19.8% | +69.2% | +81.1% |
| YTD | +52.7% | +21.1% | +31.6% | +45.6% |
| 1Y | +51.7% | +13.7% | +38.0% | +46.5% |
| 3Y | +14.2% | +119.3% | -105.0% | -5.1% |
| 5Y | +270.7% | +76.3% | +194.4% | +220.0% |
| 10Y | +341.9% | +36.6% | +305.3% | +274.2% |
| All | +338.3% | +36.3% | +302.0% | +272.9% |
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