+178.1%
EOG vs INCY
+69.5%
+108.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +1.0% | -3.7% | +4.7% | +1.4% |
| 30D | +2.8% | +1.8% | +1.0% | +2.6% |
| 3M | +5.9% | +17.0% | -11.1% | +4.0% |
| 6M | +17.1% | +28.4% | -11.3% | +13.7% |
| YTD | +43.9% | +24.8% | +19.1% | +39.9% |
| 1Y | +26.9% | +42.9% | -16.1% | +20.6% |
| 3Y | +23.6% | +92.7% | -69.1% | +10.6% |
| 5Y | +178.1% | +73.3% | +104.8% | +156.2% |
| All | +178.1% | +69.5% | +108.6% | +156.2% |
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