+73.3%
INCY vs EL
-69.5%
+142.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.9% |
| 7D | -3.7% | -4.4% | +0.7% | -3.2% |
| 30D | +1.8% | +10.3% | -8.4% | +0.5% |
| 3M | +17.0% | +13.4% | +3.6% | +14.9% |
| 6M | +28.4% | +3.1% | +25.3% | +27.1% |
| YTD | +24.8% | -6.9% | +31.7% | +24.4% |
| 1Y | +42.9% | +11.9% | +31.0% | +38.8% |
| 3Y | +92.7% | -33.8% | +126.5% | +94.8% |
| 5Y | +73.3% | -69.0% | +142.3% | +83.8% |
| All | +73.3% | -69.5% | +142.8% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling