+85.5%
ETN vs INCY
+89.7%
-4.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.4% | +4.1% |
| 7D | +3.5% | -4.2% | +7.7% | +3.8% |
| 30D | -7.5% | +0.6% | -8.1% | -7.6% |
| 3M | +8.3% | +12.6% | -4.3% | +6.6% |
| 6M | +20.2% | +28.3% | -8.1% | +16.1% |
| YTD | +34.7% | +23.0% | +11.7% | +30.6% |
| 1Y | +19.4% | +41.0% | -21.5% | +13.6% |
| 3Y | +85.5% | +88.6% | -3.1% | +54.8% |
| All | +85.5% | +89.7% | -4.2% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling