+2,385.0%
ELV vs INCY
+704.1%
+1,680.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +2.0% | +3.2% | -1.2% | +1.5% |
| 3M | -3.5% | +23.6% | -27.1% | -6.6% |
| 6M | +40.2% | +29.7% | +10.5% | +34.6% |
| YTD | +15.8% | +25.9% | -10.1% | +11.4% |
| 1Y | +33.2% | +43.7% | -10.5% | +25.4% |
| 3Y | -6.2% | +94.4% | -100.7% | -16.7% |
| 5Y | +16.4% | +68.0% | -51.5% | +5.0% |
| 10Y | +259.8% | +52.5% | +207.2% | +218.4% |
| All | +2,385.0% | +704.1% | +1,680.9% | +1,132.6% |
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