+29.7%
EMB vs INCY
+56.5%
-26.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.1% | -3.7% | +2.6% | -0.9% |
| 30D | -1.1% | +1.8% | -2.9% | -1.2% |
| 3M | -0.8% | +17.0% | -17.7% | -1.9% |
| 6M | -0.1% | +28.4% | -28.4% | -1.9% |
| YTD | +0.4% | +24.8% | -24.4% | -1.3% |
| 1Y | +3.3% | +42.9% | -39.7% | +0.4% |
| 3Y | +29.0% | +92.7% | -63.6% | +21.9% |
| 5Y | +6.3% | +73.3% | -67.0% | +0.9% |
| All | +29.7% | +56.5% | -26.8% | +21.3% |
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