+3,952.0%
EOG vs INCY
+6,534.7%
-2,582.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +7.9% | +3.2% | +4.7% | +7.5% |
| 3M | +4.5% | +23.6% | -19.1% | +2.1% |
| 6M | +12.3% | +29.7% | -17.4% | +9.0% |
| YTD | +41.9% | +25.9% | +15.9% | +37.9% |
| 1Y | +27.8% | +43.7% | -15.9% | +22.4% |
| 3Y | +21.8% | +94.4% | -72.6% | +12.1% |
| 5Y | +174.0% | +68.0% | +106.0% | +154.7% |
| 10Y | +110.4% | +52.5% | +57.8% | +93.3% |
| All | +3,952.0% | +6,534.7% | -2,582.6% | +2,349.8% |
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 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