+169.7%
EXE vs INCY
+38.8%
+130.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -3.1% | -4.2% | +1.0% | -2.6% |
| 30D | -0.9% | +0.6% | -1.5% | -1.1% |
| 3M | +9.6% | +12.6% | -3.1% | +7.3% |
| 6M | -11.6% | +28.3% | -39.9% | -15.3% |
| YTD | -12.6% | +23.0% | -35.5% | -16.0% |
| 1Y | +1.2% | +41.0% | -39.8% | -5.1% |
| 3Y | +18.0% | +88.6% | -70.6% | +3.1% |
| 5Y | +101.1% | +70.8% | +30.3% | +76.1% |
| All | +169.7% | +38.8% | +130.9% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling