+88.5%
ENB vs INCY
+54.2%
+34.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -4.7% | -4.2% | -0.5% | -4.0% |
| 30D | -5.9% | +0.6% | -6.5% | -6.0% |
| 3M | -14.2% | +12.6% | -26.9% | -16.1% |
| 6M | -8.6% | +28.3% | -36.9% | -12.6% |
| YTD | +3.9% | +23.0% | -19.1% | -0.4% |
| 1Y | +1.8% | +41.0% | -39.2% | -5.0% |
| 3Y | +68.5% | +88.6% | -20.1% | +46.4% |
| 5Y | +62.4% | +70.8% | -8.4% | +42.3% |
| All | +88.5% | +54.2% | +34.3% | +47.9% |
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 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