+15.3%
INCY vs ESI
+318.1%
-302.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +1.1% | +5.5% | -4.4% | 0.0% |
| 30D | +8.4% | -7.8% | +16.2% | +9.8% |
| 3M | +0.4% | -15.0% | +15.4% | +3.1% |
| 6M | +22.4% | -24.9% | +47.3% | +27.9% |
| YTD | +22.5% | +33.2% | -10.7% | +11.0% |
| 1Y | +14.8% | +24.9% | -10.2% | +5.3% |
| 3Y | +127.7% | +77.8% | +50.0% | +88.6% |
| 5Y | +84.4% | +37.1% | +47.2% | +58.9% |
| All | +15.3% | +318.1% | -302.7% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling