+67.7%
INCY vs EVRG
+48.0%
+19.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | +0.6% | -1.2% | +1.8% | +0.9% |
| 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% | +17.8% |
| 1Y | +41.0% | +16.8% | +24.1% | +34.6% |
| 3Y | +88.6% | +75.0% | +13.6% | +60.5% |
| All | +67.7% | +48.0% | +19.7% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling