-24.8%
ETHA vs INCY
+20.6%
-45.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.2% | +4.9% |
| 7D | +2.1% | +5.1% | -3.0% | +1.2% |
| 30D | -10.7% | +7.6% | -18.3% | -11.9% |
| 3M | +29.0% | +1.9% | +27.1% | +28.3% |
| 6M | +2.7% | +26.5% | -23.8% | -5.3% |
| YTD | -18.7% | +24.4% | -43.0% | -25.4% |
| 1Y | -24.8% | +19.4% | -44.2% | -27.5% |
| All | -24.8% | +20.6% | -45.5% | -27.5% |
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 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