+86.4%
INCY vs ESTC
-50.1%
+136.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -0.5% | -2.6% | +2.2% | -0.3% |
| 30D | +9.8% | -8.6% | +18.4% | +10.3% |
| 3M | +1.0% | +14.4% | -13.4% | -0.3% |
| 6M | +21.9% | +73.3% | -51.4% | +16.5% |
| YTD | +23.8% | +15.7% | +8.1% | +21.4% |
| 1Y | +13.0% | -7.6% | +20.6% | +12.6% |
| 3Y | +133.2% | +14.6% | +118.6% | +121.5% |
| All | +86.4% | -50.1% | +136.5% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling