+178.5%
EXE vs INCY
+44.9%
+133.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | +8.5% | +5.8% | +2.7% | +7.6% |
| 3M | +5.5% | +25.2% | -19.7% | +1.7% |
| 6M | -5.9% | +28.2% | -34.1% | -9.7% |
| YTD | -9.7% | +28.3% | -38.0% | -13.7% |
| 1Y | +3.6% | +48.3% | -44.8% | -3.5% |
| 3Y | +18.0% | +95.9% | -77.9% | +2.7% |
| 5Y | +109.4% | +66.6% | +42.8% | +84.0% |
| All | +178.5% | +44.9% | +133.6% | +144.5% |
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