+51.9%
INCY vs ESI
+310.7%
-258.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.2% |
| 7D | -3.7% | -2.3% | -1.4% | -3.2% |
| 30D | +1.8% | -9.0% | +10.9% | +3.8% |
| 3M | +17.0% | -13.3% | +30.2% | +19.4% |
| 6M | +28.4% | +5.3% | +23.1% | +24.2% |
| YTD | +24.8% | +37.6% | -12.8% | +12.7% |
| 1Y | +42.9% | +33.6% | +9.3% | +29.6% |
| 3Y | +92.7% | +75.8% | +16.9% | +60.0% |
| 5Y | +73.3% | +68.6% | +4.8% | +41.6% |
| All | +51.9% | +310.7% | -258.8% | -17.7% |
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