+2,477.2%
EMR vs INCY
+6,660.0%
-4,182.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -1.5% | +1.9% | -3.4% | -1.7% |
| 30D | -5.6% | +5.8% | -11.4% | -6.2% |
| 3M | +7.9% | +25.2% | -17.3% | +5.1% |
| 6M | +6.0% | +28.2% | -22.2% | +3.0% |
| YTD | +16.4% | +28.3% | -11.9% | +13.0% |
| 1Y | +16.6% | +48.3% | -31.7% | +11.2% |
| 3Y | +62.9% | +95.9% | -33.1% | +49.4% |
| 5Y | +60.1% | +66.6% | -6.5% | +48.6% |
| 10Y | +268.8% | +54.5% | +214.2% | +236.6% |
| All | +2,477.2% | +6,660.0% | -4,182.8% | +1,327.2% |
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