+15.3%
ENTG vs INCY
+69.3%
-53.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.6% |
| 7D | +1.2% | -4.2% | +5.3% | +2.5% |
| 30D | -12.9% | +0.6% | -13.4% | -13.1% |
| 3M | -3.1% | +12.6% | -15.7% | -7.9% |
| 6M | +21.0% | +28.3% | -7.3% | +9.7% |
| YTD | +67.0% | +23.0% | +44.0% | +52.9% |
| 1Y | +68.6% | +41.0% | +27.7% | +45.7% |
| 3Y | +48.6% | +88.6% | -40.0% | +11.9% |
| All | +15.3% | +69.3% | -53.9% | -10.3% |
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