-65.8%
ETSY vs INCY
+69.3%
-135.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | -4.9% | -4.2% | -0.7% | -3.3% |
| 30D | -8.6% | +0.6% | -9.2% | -9.0% |
| 3M | +4.8% | +12.6% | -7.9% | -0.7% |
| 6M | +38.1% | +28.3% | +9.8% | +23.6% |
| YTD | +31.2% | +23.0% | +8.3% | +19.3% |
| 1Y | +22.1% | +41.0% | -18.9% | +4.1% |
| 3Y | +12.2% | +88.6% | -76.3% | -19.5% |
| All | -65.8% | +69.3% | -135.0% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling