+125.6%
EMB vs INCY
+1,046.6%
-921.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.9% | +1.1% | -2.0% | -0.9% |
| 30D | +0.4% | +8.4% | -8.1% | 0.0% |
| 3M | -3.1% | +0.4% | -3.5% | -3.2% |
| 6M | -2.1% | +22.4% | -24.5% | -3.0% |
| YTD | -1.1% | +22.5% | -23.6% | -2.1% |
| 1Y | -0.1% | +14.8% | -14.8% | -0.8% |
| 3Y | +29.6% | +127.7% | -98.1% | +24.4% |
| 5Y | +7.2% | +84.4% | -77.2% | +3.7% |
| 10Y | +35.5% | +15.7% | +19.7% | +31.6% |
| All | +125.6% | +1,046.6% | -921.0% | +89.0% |
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