+20.3%
EXE vs INCY
+96.8%
-76.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -2.7% | -2.2% | -0.5% | -2.6% |
| 30D | -0.4% | +3.7% | -4.0% | -0.6% |
| 3M | +9.5% | +22.1% | -12.6% | +7.6% |
| 6M | -9.3% | +29.8% | -39.1% | -11.4% |
| YTD | -10.9% | +27.6% | -38.5% | -13.0% |
| 1Y | +4.3% | +47.2% | -42.9% | +0.6% |
| All | +20.3% | +96.8% | -76.5% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling