+1,459.4%
ET vs INCY
+2,195.2%
-735.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +6.9% | +3.2% | +3.7% | +6.2% |
| 3M | +13.1% | +23.6% | -10.5% | +8.4% |
| 6M | +18.7% | +29.7% | -10.9% | +12.5% |
| YTD | +37.4% | +25.9% | +11.5% | +30.5% |
| 1Y | +34.8% | +43.7% | -8.9% | +24.5% |
| 3Y | +96.8% | +94.4% | +2.4% | +68.4% |
| 5Y | +238.2% | +68.0% | +170.3% | +194.4% |
| 10Y | +159.4% | +52.5% | +106.9% | +118.8% |
| All | +1,459.4% | +2,195.2% | -735.8% | +621.3% |
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