+6,660.0%
INCY vs ES
+834.9%
+5,825.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +5.8% | -2.0% | +7.8% | +6.6% |
| 3M | +25.2% | +1.7% | +23.5% | +24.3% |
| 6M | +28.2% | -3.5% | +31.8% | +29.6% |
| YTD | +28.3% | +7.9% | +20.4% | +23.3% |
| 1Y | +48.3% | +17.2% | +31.2% | +36.8% |
| 3Y | +95.9% | +29.3% | +66.6% | +68.8% |
| 5Y | +66.6% | -5.7% | +72.3% | +61.6% |
| 10Y | +54.5% | +85.2% | -30.7% | +1.0% |
| All | +6,660.0% | +834.9% | +5,825.1% | +2,075.8% |
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