+227.6%
INCY vs EXEL
+268.9%
-41.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.9% |
| 7D | -2.2% | -0.3% | -1.8% | -2.1% |
| 30D | +3.7% | +10.1% | -6.5% | +0.3% |
| 3M | +22.1% | +10.1% | +12.0% | +18.0% |
| 6M | +29.8% | +37.7% | -7.9% | +16.0% |
| YTD | +27.6% | +33.1% | -5.5% | +15.3% |
| 1Y | +47.2% | +52.4% | -5.2% | +26.4% |
| 3Y | +97.0% | +163.8% | -66.9% | +33.7% |
| 5Y | +73.4% | +198.5% | -125.2% | +9.4% |
| 10Y | +59.2% | +386.9% | -327.7% | -27.2% |
| All | +227.6% | +268.9% | -41.3% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling