+273.0%
EMR vs INCY
+54.2%
+218.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +2.9% |
| 7D | -0.4% | -4.2% | +3.8% | +0.4% |
| 30D | -6.8% | +0.6% | -7.4% | -7.0% |
| 3M | +7.5% | +12.6% | -5.2% | +4.4% |
| 6M | +9.9% | +28.3% | -18.5% | +3.7% |
| YTD | +16.0% | +23.0% | -7.0% | +10.2% |
| 1Y | +12.4% | +41.0% | -28.5% | +3.5% |
| 3Y | +60.2% | +88.6% | -28.3% | +36.0% |
| 5Y | +67.9% | +70.8% | -2.9% | +43.7% |
| All | +273.0% | +54.2% | +218.8% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling