+7,692.7%
EW vs INCY
+112.3%
+7,580.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +4.9% | +1.1% | +3.8% | +4.8% |
| 30D | +23.9% | +8.4% | +15.5% | +22.7% |
| 3M | +15.8% | +0.4% | +15.4% | +15.6% |
| 6M | +31.7% | +22.4% | +9.2% | +28.1% |
| YTD | +25.7% | +22.5% | +3.2% | +22.0% |
| 1Y | +24.4% | +14.8% | +9.7% | +21.6% |
| 3Y | +65.9% | +127.7% | -61.9% | +47.4% |
| 5Y | -7.6% | +84.4% | -92.0% | -16.0% |
| 10Y | +253.2% | +15.7% | +237.5% | +229.6% |
| All | +7,692.7% | +112.3% | +7,580.4% | +4,775.5% |
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