-42.7%
ETHA vs INCY
+45.3%
-87.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -2.5% |
| 7D | +0.8% | +1.9% | -1.1% | +0.4% |
| 30D | +27.9% | +5.8% | +22.1% | +26.7% |
| 3M | +38.3% | +25.2% | +13.1% | +31.4% |
| 6M | +14.0% | +28.2% | -14.2% | +7.1% |
| YTD | -17.4% | +28.3% | -45.8% | -22.0% |
| 1Y | -42.7% | +48.3% | -91.0% | -47.3% |
| All | -42.7% | +45.3% | -87.9% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling