+60,798.0%
EME vs INCY
+3,205.2%
+57,592.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | +2.7% | -2.2% | +4.9% | +3.0% |
| 30D | -6.8% | +3.7% | -10.5% | -7.3% |
| 3M | -8.8% | +22.1% | -30.9% | -11.6% |
| 6M | +5.0% | +29.8% | -24.8% | +0.9% |
| YTD | +23.5% | +27.6% | -4.1% | +18.8% |
| 1Y | +21.3% | +47.2% | -25.9% | +14.3% |
| 3Y | +241.1% | +97.0% | +144.1% | +205.3% |
| 5Y | +549.2% | +73.4% | +475.8% | +487.3% |
| 10Y | +1,306.4% | +59.2% | +1,247.2% | +1,141.4% |
| All | +60,798.0% | +3,205.2% | +57,592.8% | +36,298.2% |
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 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