+49.7%
INCY vs EXEL
+375.2%
-325.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.8% |
| 7D | -4.2% | -4.9% | +0.7% | -2.7% |
| 30D | +0.6% | +11.4% | -10.8% | -2.6% |
| 3M | +12.6% | +4.9% | +7.8% | +10.9% |
| 6M | +28.3% | +34.4% | -6.1% | +17.1% |
| YTD | +23.0% | +28.0% | -5.1% | +13.8% |
| 1Y | +41.0% | +43.6% | -2.7% | +25.6% |
| 3Y | +88.6% | +155.2% | -66.6% | +34.3% |
| 5Y | +70.8% | +181.2% | -110.4% | +14.6% |
| All | +49.7% | +375.2% | -325.5% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling