+35.8%
EQT vs INCY
+92.5%
-56.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | -1.2% | -3.7% | +2.5% | -0.8% |
| 30D | +1.1% | +1.8% | -0.7% | +0.9% |
| 3M | +4.8% | +17.0% | -12.2% | +2.7% |
| 6M | -10.6% | +28.4% | -39.0% | -13.4% |
| YTD | +3.4% | +24.8% | -21.4% | +0.4% |
| 1Y | +8.7% | +42.9% | -34.3% | +3.8% |
| All | +35.8% | +92.5% | -56.7% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling