+6,281.3%
INCY vs ES
+829.8%
+5,451.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +2.6% |
| 7D | -0.6% | +1.9% | -2.5% | -1.4% |
| 30D | +5.5% | +7.1% | -1.6% | +2.5% |
| 3M | +1.1% | -1.9% | +3.0% | +1.7% |
| 6M | +19.8% | +4.4% | +15.5% | +17.4% |
| YTD | +21.1% | +7.3% | +13.8% | +16.5% |
| 1Y | +13.7% | +2.1% | +11.6% | +11.2% |
| 3Y | +119.3% | +41.8% | +77.4% | +82.1% |
| 5Y | +76.3% | +1.4% | +74.9% | +65.6% |
| 10Y | +36.6% | +86.8% | -50.1% | -11.2% |
| All | +6,281.3% | +829.8% | +5,451.5% | +1,955.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling