+27.1%
EOG vs INCY
+41.2%
-14.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.2% |
| 7D | +1.5% | -4.2% | +5.7% | +1.2% |
| 30D | +2.9% | +0.6% | +2.4% | +3.0% |
| 3M | +8.7% | +12.6% | -3.9% | +9.6% |
| 6M | +12.9% | +28.3% | -15.4% | +15.9% |
| YTD | +43.8% | +23.0% | +20.8% | +46.6% |
| 1Y | +27.1% | +41.0% | -13.9% | +29.0% |
| All | +27.1% | +41.2% | -14.2% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling