+86.1%
INCY vs EQH
+234.7%
-148.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -4.2% | +0.7% | -4.9% | -4.3% |
| 30D | +0.6% | +2.8% | -2.3% | -0.1% |
| 3M | +12.6% | +23.1% | -10.4% | +7.3% |
| 6M | +28.3% | +41.4% | -13.1% | +17.9% |
| YTD | +23.0% | +14.3% | +8.7% | +18.3% |
| 1Y | +41.0% | +1.6% | +39.4% | +38.9% |
| 3Y | +88.6% | +102.7% | -14.1% | +56.5% |
| 5Y | +70.8% | +104.5% | -33.7% | +38.5% |
| All | +86.1% | +234.7% | -148.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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