+15.3%
INCY vs EL
+62.2%
-46.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +1.1% | +1.5% | -0.4% | +0.8% |
| 30D | +8.4% | +10.0% | -1.6% | +6.5% |
| 3M | +0.4% | +28.4% | -28.0% | -4.3% |
| 6M | +22.4% | +37.1% | -14.6% | +15.0% |
| YTD | +22.5% | +7.8% | +14.6% | +18.7% |
| 1Y | +14.8% | +26.0% | -11.3% | +7.9% |
| 3Y | +127.7% | +3.8% | +123.9% | +113.1% |
| 5Y | +84.4% | -65.2% | +149.6% | +120.5% |
| All | +15.3% | +62.2% | -46.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling