+15.3%
INCY vs EXEL
+320.7%
-305.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | +8.4% | +13.1% | -4.7% | +4.4% |
| 3M | +0.4% | +36.3% | -36.0% | -8.6% |
| 6M | +22.4% | +34.5% | -12.1% | +11.9% |
| YTD | +22.5% | +57.4% | -34.9% | +6.6% |
| 1Y | +14.8% | +62.9% | -48.2% | -1.2% |
| 3Y | +127.7% | +229.5% | -101.8% | +50.9% |
| 5Y | +84.4% | +281.2% | -196.8% | +13.8% |
| All | +15.3% | +320.7% | -305.4% | -41.0% |
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