+70.1%
ENB vs INCY
+92.5%
-22.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.7% | -3.8% |
| 7D | -4.6% | -3.7% | -0.9% | -4.4% |
| 30D | -5.2% | +1.8% | -7.0% | -5.3% |
| 3M | -13.4% | +17.0% | -30.4% | -14.0% |
| 6M | -7.8% | +28.4% | -36.2% | -8.8% |
| YTD | +4.9% | +24.8% | -19.9% | +3.7% |
| 1Y | +3.2% | +42.9% | -39.7% | +0.9% |
| All | +70.1% | +92.5% | -22.4% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling