-58.8%
EOSE vs INCY
+45.5%
-104.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -4.0% |
| 7D | +15.0% | -2.2% | +17.1% | +15.8% |
| 30D | +2.5% | +3.7% | -1.2% | +1.1% |
| 3M | -33.7% | +22.1% | -55.8% | -39.8% |
| 6M | -32.7% | +29.8% | -62.5% | -41.0% |
| YTD | -63.8% | +27.6% | -91.4% | -68.1% |
| 1Y | -40.5% | +47.2% | -87.8% | -51.0% |
| 3Y | +50.4% | +97.0% | -46.6% | +1.8% |
| 5Y | -68.6% | +73.4% | -141.9% | -76.4% |
| All | -58.8% | +45.5% | -104.3% | -67.3% |
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