-2.1%
EME vs INCY
+20.6%
-22.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.5% | -14.1% | -9.0% |
| 7D | -5.8% | +5.1% | -10.9% | -5.0% |
| 30D | -17.9% | +7.6% | -25.6% | -16.9% |
| 3M | -22.0% | +1.9% | -23.9% | -21.4% |
| 6M | -29.7% | +26.5% | -56.2% | -31.5% |
| YTD | +4.7% | +24.4% | -19.7% | +1.3% |
| 1Y | -2.1% | +19.4% | -21.5% | -4.2% |
| All | -2.1% | +20.6% | -22.7% | -4.2% |
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