+8,991.5%
ENB vs INCY
+6,660.0%
+2,331.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -0.2% | +1.9% | -2.1% | -0.3% |
| 30D | -2.2% | +5.8% | -8.0% | -2.6% |
| 3M | -10.5% | +25.2% | -35.7% | -11.8% |
| 6M | -5.1% | +28.2% | -33.3% | -6.7% |
| YTD | +9.0% | +28.3% | -19.4% | +7.0% |
| 1Y | +8.2% | +48.3% | -40.1% | +5.2% |
| 3Y | +67.8% | +95.9% | -28.2% | +59.4% |
| 5Y | +69.4% | +66.6% | +2.8% | +62.0% |
| 10Y | +117.5% | +54.5% | +63.0% | +106.2% |
| All | +8,991.5% | +6,660.0% | +2,331.5% | +7,235.1% |
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 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