+290.1%
ETR vs INCY
+54.2%
+235.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -1.8% | -4.2% | +2.4% | -1.4% |
| 30D | -1.8% | +0.6% | -2.3% | -1.8% |
| 3M | -3.6% | +12.6% | -16.2% | -5.0% |
| 6M | +2.6% | +28.3% | -25.7% | -0.4% |
| YTD | +16.0% | +23.0% | -7.0% | +13.0% |
| 1Y | +20.1% | +41.0% | -20.8% | +15.1% |
| 3Y | +143.6% | +88.6% | +55.0% | +123.7% |
| 5Y | +124.4% | +70.8% | +53.6% | +107.0% |
| All | +290.1% | +54.2% | +235.9% | +258.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling