+6,534.7%
INCY vs EVRG
+1,129.8%
+5,404.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.3% |
| 7D | -0.5% | +0.9% | -1.4% | -0.9% |
| 30D | +3.2% | -0.5% | +3.7% | +3.4% |
| 3M | +23.6% | +1.5% | +22.1% | +22.6% |
| 6M | +29.7% | +1.2% | +28.5% | +28.5% |
| YTD | +25.9% | +16.3% | +9.6% | +16.5% |
| 1Y | +43.7% | +20.3% | +23.5% | +30.7% |
| 3Y | +94.4% | +72.3% | +22.1% | +46.9% |
| 5Y | +68.0% | +46.7% | +21.3% | +34.5% |
| 10Y | +52.5% | +113.8% | -61.3% | -8.8% |
| All | +6,534.7% | +1,129.8% | +5,404.8% | +1,561.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling