+2,684.9%
INCY vs EL
+1,821.4%
+863.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +1.1% | +1.5% | -0.4% | +0.6% |
| 30D | +8.4% | +10.0% | -1.6% | +4.9% |
| 3M | +0.4% | +28.4% | -28.0% | -8.4% |
| 6M | +22.4% | +37.1% | -14.6% | +8.4% |
| YTD | +22.5% | +7.8% | +14.6% | +15.0% |
| 1Y | +14.8% | +26.0% | -11.3% | +1.7% |
| 3Y | +127.7% | +3.8% | +123.9% | +98.3% |
| 5Y | +84.4% | -65.2% | +149.6% | +131.9% |
| 10Y | +15.7% | +62.1% | -46.4% | -31.3% |
| All | +2,684.9% | +1,821.4% | +863.5% | +522.1% |
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