+49.7%
INCY vs EVRG
+113.9%
-64.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | +0.6% | -1.2% | +1.8% | +0.8% |
| 3M | +12.6% | -0.6% | +13.3% | +12.8% |
| 6M | +28.3% | +2.4% | +25.9% | +27.4% |
| YTD | +23.0% | +15.5% | +7.5% | +18.5% |
| 1Y | +41.0% | +16.8% | +24.1% | +35.4% |
| 3Y | +88.6% | +75.0% | +13.6% | +63.7% |
| 5Y | +70.8% | +49.3% | +21.5% | +52.9% |
| All | +49.7% | +113.9% | -64.3% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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