+1,467.8%
EXC vs INCY
+6,660.0%
-5,192.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +0.3% | +1.9% | -1.6% | +0.2% |
| 30D | -3.7% | +5.8% | -9.5% | -4.1% |
| 3M | -1.3% | +25.2% | -26.5% | -2.7% |
| 6M | -9.7% | +28.2% | -37.9% | -11.2% |
| YTD | +2.9% | +28.3% | -25.4% | +1.1% |
| 1Y | +4.4% | +48.3% | -44.0% | +1.5% |
| 3Y | +22.2% | +95.9% | -73.7% | +16.2% |
| 5Y | +46.7% | +66.6% | -19.9% | +40.5% |
| 10Y | +155.3% | +54.5% | +100.8% | +141.3% |
| All | +1,467.8% | +6,660.0% | -5,192.2% | +869.7% |
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 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