-69.6%
EOSE vs INCY
+69.3%
-138.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | +1.8% | -4.2% | +6.0% | +3.5% |
| 30D | -6.8% | +0.6% | -7.4% | -7.0% |
| 3M | -36.3% | +12.6% | -48.9% | -40.3% |
| 6M | -38.8% | +28.3% | -67.1% | -46.4% |
| YTD | -65.5% | +23.0% | -88.5% | -69.3% |
| 1Y | -45.3% | +41.0% | -86.3% | -54.5% |
| 3Y | +44.2% | +88.6% | -44.4% | -3.0% |
| All | -69.6% | +69.3% | -138.9% | -77.7% |
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