+93.6%
INCY vs ESTC
+23.7%
+69.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | -2.2% | -3.3% | +1.2% | -1.8% |
| 30D | +3.7% | +13.4% | -9.8% | +1.5% |
| 3M | +22.1% | +41.3% | -19.3% | +16.1% |
| 6M | +29.8% | +62.6% | -32.8% | +20.5% |
| YTD | +27.6% | +14.8% | +12.8% | +23.3% |
| 1Y | +47.2% | -5.1% | +52.3% | +45.3% |
| 3Y | +97.0% | +11.2% | +85.8% | +80.0% |
| 5Y | +73.4% | -47.0% | +120.3% | +73.6% |
| All | +93.6% | +23.7% | +69.9% | +41.3% |
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