+2,715.9%
EMR vs INCY
+6,351.7%
-3,635.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.8% | +1.1% | +1.7% | +2.7% |
| 30D | +3.7% | +8.4% | -4.8% | +2.7% |
| 3M | +2.0% | +0.4% | +1.7% | +1.9% |
| 6M | +22.1% | +22.4% | -0.3% | +19.0% |
| YTD | +27.2% | +22.5% | +4.8% | +23.9% |
| 1Y | +32.0% | +14.8% | +17.3% | +29.4% |
| 3Y | +103.3% | +127.7% | -24.5% | +83.5% |
| 5Y | +88.2% | +84.4% | +3.8% | +73.1% |
| 10Y | +280.4% | +15.7% | +264.7% | +257.6% |
| All | +2,715.9% | +6,351.7% | -3,635.8% | +1,465.9% |
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