+273.7%
ELV vs INCY
+54.2%
+219.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +3.2% | -4.2% | +7.4% | +4.1% |
| 30D | +5.4% | +0.6% | +4.8% | +5.1% |
| 3M | +5.4% | +12.6% | -7.3% | +2.3% |
| 6M | +45.7% | +28.3% | +17.4% | +37.2% |
| YTD | +21.2% | +23.0% | -1.8% | +14.8% |
| 1Y | +35.6% | +41.0% | -5.3% | +24.1% |
| 3Y | -2.0% | +88.6% | -90.6% | -18.1% |
| 5Y | +26.0% | +70.8% | -44.8% | +6.6% |
| All | +273.7% | +54.2% | +219.5% | +198.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling