+68.0%
INCY vs ES
-2.9%
+70.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -0.5% | +1.4% | -1.9% | -0.8% |
| 30D | +3.2% | -1.2% | +4.3% | +3.4% |
| 3M | +23.6% | +5.0% | +18.6% | +22.4% |
| 6M | +29.7% | -2.8% | +32.5% | +30.3% |
| YTD | +25.9% | +8.6% | +17.4% | +23.5% |
| 1Y | +43.7% | +18.9% | +24.8% | +37.6% |
| 3Y | +94.4% | +32.1% | +62.3% | +79.7% |
| 5Y | +68.0% | -5.1% | +73.0% | +64.4% |
| All | +68.0% | -2.9% | +70.8% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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