+17.0%
INCY vs EXR
+217.4%
-200.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -0.5% | -1.1% | +0.7% | -0.2% |
| 30D | +9.8% | +18.8% | -9.0% | +5.6% |
| 3M | +1.0% | +9.9% | -8.9% | -1.2% |
| 6M | +21.9% | +12.6% | +9.3% | +18.6% |
| YTD | +23.8% | +26.5% | -2.7% | +17.4% |
| 1Y | +13.0% | +24.5% | -11.4% | +7.5% |
| 3Y | +133.2% | +52.4% | +80.7% | +110.8% |
| 5Y | +87.8% | -1.5% | +89.3% | +82.4% |
| 10Y | +17.0% | +216.0% | -199.0% | -3.1% |
| All | +17.0% | +217.4% | -200.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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