+94.4%
INCY vs ESTC
+11.7%
+82.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.8% |
| 7D | -0.5% | -4.3% | +3.8% | -0.4% |
| 30D | +3.2% | +17.7% | -14.5% | +2.5% |
| 3M | +23.6% | +42.3% | -18.7% | +21.9% |
| 6M | +29.7% | +64.6% | -34.9% | +26.9% |
| YTD | +25.9% | +17.2% | +8.7% | +24.9% |
| 1Y | +43.7% | -4.2% | +47.9% | +43.8% |
| 3Y | +94.4% | +13.5% | +80.9% | +90.6% |
| All | +94.4% | +11.7% | +82.7% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling