+2,763.9%
INCY vs AEIS
+2,641.0%
+122.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.6% | -2.5% |
| 7D | -0.5% | +8.1% | -8.6% | -2.4% |
| 30D | +3.2% | -11.1% | +14.3% | +5.7% |
| 3M | +23.6% | -5.6% | +29.3% | +21.9% |
| 6M | +29.7% | -0.6% | +30.3% | +24.5% |
| YTD | +25.9% | +38.0% | -12.1% | +10.6% |
| 1Y | +43.7% | +87.2% | -43.5% | +15.9% |
| 3Y | +94.4% | +179.7% | -85.3% | +36.1% |
| 5Y | +68.0% | +241.7% | -173.8% | +7.9% |
| 10Y | +52.5% | +547.2% | -494.7% | -25.6% |
| All | +2,763.9% | +2,641.0% | +122.8% | +712.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AEIS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling