+1,765.9%
EQT vs INCY
+6,474.9%
-4,709.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 6M | -10.6% | +28.4% | -39.0% | -13.1% |
| YTD | +3.4% | +24.8% | -21.4% | +0.7% |
| 1Y | +8.7% | +42.9% | -34.3% | +4.2% |
| 3Y | +35.0% | +92.7% | -57.7% | +24.4% |
| 5Y | +204.2% | +73.3% | +130.9% | +182.4% |
| 10Y | +52.5% | +55.8% | -3.3% | +39.6% |
| All | +1,765.9% | +6,474.9% | -4,709.1% | +997.2% |
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