+6,438.2%
EW vs INCY
+122.5%
+6,315.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -0.3% | +1.9% | -2.3% | -0.6% |
| 30D | +1.0% | +5.8% | -4.8% | +0.3% |
| 3M | +2.8% | +25.2% | -22.4% | -0.2% |
| 6M | +5.5% | +28.2% | -22.7% | +2.0% |
| YTD | +5.5% | +28.3% | -22.9% | +1.8% |
| 1Y | +11.0% | +48.3% | -37.3% | +5.1% |
| 3Y | +17.7% | +95.9% | -78.2% | +6.5% |
| 5Y | -25.7% | +66.6% | -92.3% | -31.8% |
| 10Y | +132.8% | +54.5% | +78.3% | +110.3% |
| All | +6,438.2% | +122.5% | +6,315.7% | +3,969.9% |
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