+47.9%
EXPE vs INCY
+86.9%
-39.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.2% | +3.1% | -7.3% | -5.2% |
| 30D | -4.5% | +12.0% | -16.6% | -7.4% |
| 3M | -19.7% | +0.8% | -20.5% | -19.8% |
| 6M | +18.3% | +22.8% | -4.5% | +11.4% |
| YTD | -7.3% | +23.2% | -30.5% | -13.4% |
| 1Y | -3.9% | +12.4% | -16.3% | -7.8% |
| 3Y | +123.0% | +132.1% | -9.1% | +60.6% |
| 5Y | +47.9% | +85.5% | -37.6% | +21.0% |
| All | +47.9% | +86.9% | -39.0% | +21.0% |
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