+26.0%
EOG vs INCY
+92.5%
-66.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +1.0% | -3.7% | +4.7% | +1.2% |
| 30D | +2.8% | +1.8% | +1.0% | +2.7% |
| 3M | +5.9% | +17.0% | -11.1% | +4.9% |
| 6M | +17.1% | +28.4% | -11.3% | +15.3% |
| YTD | +43.9% | +24.8% | +19.1% | +41.6% |
| 1Y | +26.9% | +42.9% | -16.1% | +22.8% |
| All | +26.0% | +92.5% | -66.6% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling