+88.3%
EXPE vs INCY
+69.9%
+18.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | -11.5% | -2.2% | -9.3% | -10.9% |
| 30D | -13.1% | +3.7% | -16.7% | -14.0% |
| 3M | +18.1% | +22.1% | -3.9% | +11.6% |
| 6M | +13.3% | +29.8% | -16.5% | +5.0% |
| YTD | -3.2% | +27.6% | -30.8% | -10.2% |
| 1Y | +26.1% | +47.2% | -21.1% | +11.8% |
| 3Y | +151.7% | +97.0% | +54.8% | +98.7% |
| 5Y | +88.3% | +73.4% | +15.0% | +54.8% |
| All | +88.3% | +69.9% | +18.5% | +54.8% |
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