+2.8%
EMB vs INCY
+41.2%
-38.4%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -1.2% | -4.2% | +3.0% | -1.0% |
| 30D | -1.3% | +0.6% | -1.8% | -1.3% |
| 3M | -1.8% | +12.6% | -14.4% | -2.3% |
| 6M | +0.2% | +28.3% | -28.1% | -1.0% |
| YTD | +0.4% | +23.0% | -22.6% | -0.8% |
| 1Y | +2.8% | +41.0% | -38.1% | +1.2% |
| All | +2.8% | +41.2% | -38.4% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling