-47.1%
EOSE vs INCY
+45.3%
-92.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.0% | +11.8% | +11.0% |
| 7D | +19.0% | +1.9% | +17.1% | +18.7% |
| 30D | +1.6% | +5.8% | -4.2% | +0.9% |
| 3M | -52.0% | +25.2% | -77.2% | -54.6% |
| 6M | -42.5% | +28.2% | -70.7% | -46.4% |
| YTD | -66.1% | +28.3% | -94.5% | -68.5% |
| 1Y | -47.1% | +48.3% | -95.5% | -51.9% |
| All | -47.1% | +45.3% | -92.4% | -51.9% |
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