+93.1%
INCY vs ESI
+83.5%
+9.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | -0.5% | +5.4% | -5.9% | -1.4% |
| 30D | +3.2% | -4.2% | +7.4% | +3.8% |
| 3M | +23.6% | -9.6% | +33.2% | +24.4% |
| 6M | +29.7% | +18.3% | +11.3% | +21.9% |
| YTD | +25.9% | +45.8% | -19.9% | +12.3% |
| 1Y | +43.7% | +39.2% | +4.6% | +29.1% |
| All | +93.1% | +83.5% | +9.6% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling