+120.8%
EXPE vs INCY
+132.2%
-11.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.6% |
| 3M | -21.3% | +0.4% | -21.7% | -21.3% |
| 6M | +19.0% | +22.4% | -3.4% | +14.2% |
| YTD | -8.4% | +22.5% | -30.9% | -12.5% |
| 1Y | -2.8% | +14.8% | -17.6% | -6.1% |
| 3Y | +120.8% | +127.7% | -7.0% | +93.6% |
| All | +120.8% | +132.2% | -11.5% | +93.6% |
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