+350.4%
ELF vs INCY
+38.8%
+311.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.4% |
| 7D | +7.8% | +1.5% | +6.3% | +7.5% |
| 30D | +9.3% | +8.1% | +1.2% | +7.5% |
| 3M | +21.2% | +1.1% | +20.1% | +20.8% |
| 6M | +96.1% | +23.7% | +72.4% | +86.7% |
| YTD | +57.0% | +23.4% | +33.5% | +49.0% |
| 1Y | +61.9% | +15.0% | +46.8% | +55.9% |
| 3Y | +20.0% | +132.1% | -112.1% | -1.4% |
| 5Y | +284.8% | +83.2% | +201.5% | +229.6% |
| 10Y | +364.2% | +17.1% | +347.2% | +298.2% |
| All | +350.4% | +38.8% | +311.6% | +281.7% |
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