+87.9%
INCY vs ESTC
+24.7%
+63.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -0.5% | -2.6% | +2.2% | -0.2% |
| 30D | +9.8% | -8.6% | +18.4% | +10.7% |
| 3M | +1.0% | +14.4% | -13.4% | -1.5% |
| 6M | +21.9% | +73.3% | -51.4% | +12.2% |
| YTD | +23.8% | +15.7% | +8.1% | +19.2% |
| 1Y | +13.0% | -7.6% | +20.6% | +11.8% |
| 3Y | +133.2% | +14.6% | +118.6% | +112.1% |
| 5Y | +87.8% | -50.0% | +137.8% | +91.0% |
| All | +87.9% | +24.7% | +63.1% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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