+2,701.7%
INCY vs EL
+1,800.1%
+901.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.1% |
| 7D | +3.1% | +2.7% | +0.5% | +2.2% |
| 30D | +12.0% | +10.8% | +1.2% | +8.2% |
| 3M | +0.8% | +26.5% | -25.7% | -7.6% |
| 6M | +22.8% | +31.1% | -8.4% | +10.3% |
| YTD | +23.2% | +6.6% | +16.6% | +16.2% |
| 1Y | +12.4% | +21.8% | -9.4% | +0.8% |
| 3Y | +132.1% | +1.8% | +130.3% | +103.6% |
| 5Y | +85.5% | -65.6% | +151.1% | +134.2% |
| 10Y | +16.4% | +60.3% | -43.9% | -30.6% |
| All | +2,701.7% | +1,800.1% | +901.7% | +528.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling