+105.4%
EXE vs INCY
+69.5%
+35.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.6% |
| 7D | -2.2% | -3.7% | +1.5% | -1.7% |
| 30D | -0.8% | +1.8% | -2.6% | -1.1% |
| 3M | +10.0% | +17.0% | -6.9% | +7.1% |
| 6M | -6.3% | +28.4% | -34.7% | -10.3% |
| YTD | -10.7% | +24.8% | -35.5% | -14.4% |
| 1Y | +2.7% | +42.9% | -40.3% | -3.9% |
| 3Y | +19.1% | +92.7% | -73.6% | +3.4% |
| 5Y | +105.4% | +73.3% | +32.1% | +75.9% |
| All | +105.4% | +69.5% | +35.9% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling