+67.7%
INCY vs EAT
+313.1%
-245.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -4.2% | -7.7% | +3.5% | -3.4% |
| 30D | +0.6% | -13.6% | +14.2% | +2.1% |
| 3M | +12.6% | +33.9% | -21.2% | +8.7% |
| 6M | +28.3% | +47.2% | -18.9% | +22.1% |
| YTD | +23.0% | +48.1% | -25.1% | +16.9% |
| 1Y | +41.0% | +33.7% | +7.3% | +35.3% |
| 3Y | +88.6% | +595.8% | -507.2% | +51.4% |
| All | +67.7% | +313.1% | -245.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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