+137.3%
ETSY vs INCY
+25.0%
+112.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.7% |
| 7D | -12.9% | -2.2% | -10.7% | -12.2% |
| 30D | -11.5% | +3.7% | -15.1% | -12.7% |
| 3M | +3.5% | +22.1% | -18.5% | -4.0% |
| 6M | +27.6% | +29.8% | -2.1% | +15.5% |
| YTD | +28.4% | +27.6% | +0.8% | +16.7% |
| 1Y | +27.1% | +47.2% | -20.1% | +9.3% |
| 3Y | +6.0% | +97.0% | -90.9% | -20.4% |
| 5Y | -67.1% | +73.4% | -140.5% | -74.1% |
| 10Y | +421.9% | +59.2% | +362.7% | +291.7% |
| All | +137.3% | +25.0% | +112.3% | +88.1% |
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