+1,535.7%
EXC vs INCY
+6,316.0%
-4,780.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +0.1% | +2.3% | -2.2% | -0.1% |
| 30D | +9.0% | +6.7% | +2.4% | +8.6% |
| 3M | +3.3% | -1.0% | +4.3% | +3.3% |
| 6M | +5.7% | +22.1% | -16.4% | +4.2% |
| YTD | +7.3% | +21.8% | -14.5% | +5.8% |
| 1Y | +2.9% | +13.5% | -10.6% | +1.8% |
| 3Y | +29.3% | +129.4% | -100.1% | +21.7% |
| 5Y | +40.1% | +84.0% | -43.9% | +33.4% |
| 10Y | +197.7% | +14.9% | +182.8% | +186.4% |
| All | +1,535.7% | +6,316.0% | -4,780.3% | +914.7% |
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