+6,660.0%
INCY vs EXPD
+26,014.5%
-19,354.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +1.9% | -1.1% | +3.0% | +2.4% |
| 30D | +5.8% | +4.1% | +1.7% | +4.0% |
| 3M | +25.2% | +17.9% | +7.3% | +16.7% |
| 6M | +28.2% | +29.2% | -1.0% | +14.5% |
| YTD | +28.3% | +27.4% | +1.0% | +14.2% |
| 1Y | +48.3% | +56.8% | -8.5% | +20.6% |
| 3Y | +95.9% | +68.0% | +27.9% | +51.2% |
| 5Y | +66.6% | +61.9% | +4.7% | +26.6% |
| 10Y | +54.5% | +316.0% | -261.5% | -24.3% |
| All | +6,660.0% | +26,014.5% | -19,354.5% | +1,191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling