+14.8%
INCY vs EXEL
+60.1%
-45.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | +1.1% | -0.8% | +1.9% | +1.5% |
| 30D | +8.4% | +13.1% | -4.7% | +1.6% |
| 3M | +0.4% | +36.3% | -36.0% | -14.3% |
| 6M | +22.4% | +34.5% | -12.1% | +4.6% |
| YTD | +22.5% | +57.4% | -34.9% | -4.2% |
| 1Y | +14.8% | +62.9% | -48.2% | -13.3% |
| All | +14.8% | +60.1% | -45.4% | -13.3% |
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