+6,534.7%
INCY vs EAT
+2,456.3%
+4,078.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.2% |
| 7D | -0.5% | -4.9% | +4.4% | +0.5% |
| 30D | +3.2% | -1.2% | +4.4% | +3.2% |
| 3M | +23.6% | +52.2% | -28.6% | +13.3% |
| 6M | +29.7% | +65.0% | -35.4% | +16.0% |
| YTD | +25.9% | +55.0% | -29.1% | +13.8% |
| 1Y | +43.7% | +42.1% | +1.6% | +31.1% |
| 3Y | +94.4% | +614.7% | -520.3% | +23.8% |
| 5Y | +68.0% | +322.7% | -254.8% | +12.7% |
| 10Y | +52.5% | +382.0% | -329.5% | -18.7% |
| All | +6,534.7% | +2,456.3% | +4,078.3% | +1,803.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling