-18.9%
EXE vs INCY
+20.6%
-39.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.4% | -2.5% |
| 7D | -4.7% | +5.1% | -9.8% | -4.2% |
| 30D | +1.0% | +7.6% | -6.6% | +1.7% |
| 3M | -5.6% | +1.9% | -7.5% | -5.3% |
| 6M | -12.3% | +26.5% | -38.8% | -11.9% |
| YTD | -19.5% | +24.4% | -43.9% | -19.9% |
| 1Y | -18.9% | +19.4% | -38.2% | -17.6% |
| All | -18.9% | +20.6% | -39.5% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling