+7.2%
EMB vs INCY
+73.3%
-66.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | -0.3% | +3.7% | -3.9% | -0.5% |
| 3M | -0.3% | +22.1% | -22.4% | -1.8% |
| 6M | +0.7% | +29.8% | -29.0% | -1.3% |
| YTD | +1.3% | +27.6% | -26.3% | -0.8% |
| 1Y | +4.7% | +47.2% | -42.5% | +1.3% |
| 3Y | +30.1% | +97.0% | -66.9% | +21.8% |
| All | +7.2% | +73.3% | -66.1% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling