+59.3%
ENB vs INCY
+83.5%
-24.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +3.1% | +1.1% | +2.0% | +3.0% |
| 30D | +2.1% | +8.4% | -6.3% | +1.4% |
| 3M | -4.4% | +0.4% | -4.8% | -4.6% |
| 6M | -10.1% | +22.4% | -32.5% | -11.9% |
| YTD | +5.2% | +22.5% | -17.3% | +2.6% |
| 1Y | +4.2% | +14.8% | -10.5% | +2.4% |
| 3Y | +70.1% | +127.7% | -57.6% | +48.3% |
| All | +59.3% | +83.5% | -24.2% | +45.1% |
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