-29.2%
ETHA vs INCY
+93.6%
-122.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.6% |
| 30D | +31.4% | +3.7% | +27.7% | +29.8% |
| 3M | +48.9% | +22.1% | +26.8% | +37.9% |
| 6M | +20.9% | +29.8% | -8.9% | +8.8% |
| YTD | -17.2% | +27.6% | -44.7% | -25.0% |
| 1Y | -42.8% | +47.2% | -90.0% | -51.5% |
| All | -29.2% | +93.6% | -122.8% | -49.8% |
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