+2,316.3%
ICE vs INCY
+2,546.1%
-229.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -0.7% | +1.9% | -2.6% | -1.1% |
| 30D | +7.6% | +5.8% | +1.8% | +6.1% |
| 3M | +13.9% | +25.2% | -11.3% | +7.5% |
| 6M | -2.4% | +28.2% | -30.6% | -8.7% |
| YTD | +0.3% | +28.3% | -28.1% | -6.5% |
| 1Y | -6.4% | +48.3% | -54.8% | -16.1% |
| 3Y | +43.1% | +95.9% | -52.8% | +16.9% |
| 5Y | +42.1% | +66.6% | -24.5% | +19.1% |
| 10Y | +220.9% | +54.5% | +166.4% | +150.3% |
| All | +2,316.3% | +2,546.1% | -229.9% | +395.3% |
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