+253.5%
EME vs INCY
+89.7%
+163.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.4% |
| 7D | +3.5% | -4.2% | +7.7% | +3.6% |
| 30D | -6.3% | +0.6% | -6.9% | -6.4% |
| 3M | -3.8% | +12.6% | -16.4% | -4.8% |
| 6M | +8.5% | +28.3% | -19.8% | +6.0% |
| YTD | +27.8% | +23.0% | +4.8% | +25.2% |
| 1Y | +22.2% | +41.0% | -18.7% | +18.5% |
| 3Y | +253.5% | +88.6% | +164.9% | +224.3% |
| All | +253.5% | +89.7% | +163.8% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling