+7.5%
EMB vs INCY
+83.5%
-76.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.9% | +1.1% | -2.0% | -1.0% |
| 30D | +0.4% | +8.4% | -8.1% | -0.3% |
| 3M | -3.1% | +0.4% | -3.5% | -3.2% |
| 6M | -2.1% | +22.4% | -24.5% | -3.8% |
| YTD | -1.1% | +22.5% | -23.6% | -3.0% |
| 1Y | -0.1% | +14.8% | -14.8% | -1.5% |
| 3Y | +29.6% | +127.7% | -98.1% | +18.2% |
| All | +7.5% | +83.5% | -76.0% | +1.4% |
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