+48.3%
INCY vs EXEL
+59.2%
-10.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.9% | +8.4% | -6.5% | -1.5% |
| 30D | +5.8% | +4.1% | +1.7% | +3.8% |
| 3M | +25.2% | +12.4% | +12.8% | +18.9% |
| 6M | +28.2% | +41.5% | -13.3% | +10.8% |
| YTD | +28.3% | +34.6% | -6.3% | +13.0% |
| 1Y | +48.3% | +57.9% | -9.5% | +24.9% |
| All | +48.3% | +59.2% | -10.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling