+95.6%
INCY vs EL
-32.9%
+128.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.6% |
| 7D | -2.2% | -2.4% | +0.2% | -2.0% |
| 30D | +3.7% | +13.7% | -10.0% | +2.1% |
| 3M | +22.1% | +14.5% | +7.6% | +20.1% |
| 6M | +29.8% | +7.4% | +22.4% | +28.0% |
| YTD | +27.6% | -4.7% | +32.3% | +26.7% |
| 1Y | +47.2% | +12.9% | +34.3% | +43.3% |
| All | +95.6% | -32.9% | +128.5% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling