+173.8%
ET vs INCY
+54.2%
+119.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.5% |
| 7D | +0.2% | -4.2% | +4.4% | +1.0% |
| 30D | +2.9% | +0.6% | +2.3% | +2.7% |
| 3M | +16.8% | +12.6% | +4.1% | +13.7% |
| 6M | +18.9% | +28.3% | -9.4% | +12.5% |
| YTD | +37.7% | +23.0% | +14.7% | +30.9% |
| 1Y | +32.4% | +41.0% | -8.5% | +21.9% |
| 3Y | +99.5% | +88.6% | +10.9% | +68.5% |
| 5Y | +244.0% | +70.8% | +173.2% | +193.2% |
| All | +173.8% | +54.2% | +119.6% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling