+127.7%
EXPE vs INCY
+15.3%
+112.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | -6.1% | +8.4% | -14.5% | -7.7% |
| 3M | -21.3% | +0.4% | -21.7% | -21.3% |
| 6M | +19.0% | +22.4% | -3.4% | +13.3% |
| YTD | -8.4% | +22.5% | -30.9% | -13.2% |
| 1Y | -2.8% | +14.8% | -17.6% | -6.5% |
| 3Y | +120.8% | +127.7% | -7.0% | +75.8% |
| 5Y | +46.2% | +84.4% | -38.2% | +22.7% |
| All | +127.7% | +15.3% | +112.3% | +93.2% |
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