+45.7%
EXC vs INCY
+69.9%
-24.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +0.3% | -2.2% | +2.5% | +0.6% |
| 30D | -0.9% | +3.7% | -4.5% | -1.4% |
| 3M | -2.7% | +22.1% | -24.7% | -5.4% |
| 6M | -9.4% | +29.8% | -39.2% | -12.7% |
| YTD | +3.0% | +27.6% | -24.5% | -0.8% |
| 1Y | +5.1% | +47.2% | -42.1% | -1.0% |
| 3Y | +20.6% | +97.0% | -76.4% | +6.6% |
| 5Y | +45.7% | +73.4% | -27.6% | +28.7% |
| All | +45.7% | +69.9% | -24.2% | +28.7% |
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