+65.8%
EMR vs INCY
+69.9%
-4.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | -5.0% | +3.7% | -8.6% | -5.6% |
| 3M | +5.9% | +22.1% | -16.1% | +2.0% |
| 6M | +7.3% | +29.8% | -22.4% | +2.0% |
| YTD | +14.6% | +27.6% | -13.0% | +9.0% |
| 1Y | +15.6% | +47.2% | -31.6% | +7.1% |
| 3Y | +60.2% | +97.0% | -36.8% | +39.3% |
| 5Y | +65.8% | +73.4% | -7.5% | +45.2% |
| All | +65.8% | +69.9% | -4.0% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling