+162.1%
EQX vs INCY
+89.7%
+72.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | -3.2% | -4.2% | +1.0% | -3.1% |
| 30D | +7.8% | +0.6% | +7.2% | +7.9% |
| 3M | +21.3% | +12.6% | +8.7% | +21.6% |
| 6M | -22.4% | +28.3% | -50.7% | -22.4% |
| YTD | -11.3% | +23.0% | -34.3% | -11.5% |
| 1Y | +13.5% | +41.0% | -27.5% | +13.4% |
| 3Y | +162.1% | +88.6% | +73.6% | +123.9% |
| All | +162.1% | +89.7% | +72.4% | +123.9% |
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 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