+7,595.3%
EW vs INCY
+114.6%
+7,480.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | +22.5% | +9.8% | +12.7% | +21.1% |
| 3M | +13.0% | +1.0% | +12.0% | +12.8% |
| 6M | +37.1% | +21.9% | +15.2% | +33.4% |
| YTD | +24.1% | +23.8% | +0.3% | +20.3% |
| 1Y | +24.2% | +13.0% | +11.2% | +21.6% |
| 3Y | +64.8% | +133.2% | -68.4% | +46.0% |
| 5Y | -7.4% | +87.8% | -95.2% | -16.0% |
| 10Y | +248.8% | +17.0% | +231.8% | +225.0% |
| All | +7,595.3% | +114.6% | +7,480.6% | +4,708.4% |
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