+17.1%
INCY vs EXPD
+334.2%
-317.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.1% |
| 7D | +1.5% | -5.5% | +7.0% | +3.2% |
| 30D | +8.1% | -1.9% | +10.0% | +8.6% |
| 3M | +1.1% | +6.1% | -5.0% | -1.0% |
| 6M | +23.7% | +21.6% | +2.1% | +15.9% |
| YTD | +23.4% | +27.9% | -4.5% | +12.7% |
| 1Y | +15.0% | +39.4% | -24.4% | +2.0% |
| 3Y | +132.1% | +72.7% | +59.4% | +87.6% |
| 5Y | +83.2% | +60.3% | +22.9% | +48.8% |
| 10Y | +17.1% | +332.6% | -315.5% | -31.9% |
| All | +17.1% | +334.2% | -317.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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