+1,197.2%
ENTG vs INCY
+154.3%
+1,042.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.5% |
| 7D | +2.8% | +1.9% | +0.9% | +2.2% |
| 30D | -4.7% | +5.8% | -10.5% | -6.4% |
| 3M | -0.7% | +25.2% | -25.9% | -8.6% |
| 6M | +7.7% | +28.2% | -20.5% | -1.5% |
| YTD | +65.1% | +28.3% | +36.7% | +50.4% |
| 1Y | +74.8% | +48.3% | +26.4% | +51.2% |
| 3Y | +36.9% | +95.9% | -59.0% | +6.1% |
| 5Y | +16.1% | +66.6% | -50.5% | -6.1% |
| 10Y | +740.3% | +54.5% | +685.8% | +543.1% |
| All | +1,197.2% | +154.3% | +1,042.9% | +195.3% |
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 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