+59.2%
INCY vs EXR
+144.7%
-85.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.9% |
| 7D | -2.2% | -3.1% | +0.9% | -1.5% |
| 30D | +3.7% | -7.5% | +11.2% | +5.5% |
| 3M | +22.1% | -7.5% | +29.6% | +24.3% |
| 6M | +29.8% | -5.2% | +35.0% | +31.3% |
| YTD | +27.6% | +6.5% | +21.1% | +25.8% |
| 1Y | +47.2% | -2.0% | +49.2% | +47.5% |
| 3Y | +97.0% | +21.5% | +75.4% | +86.9% |
| 5Y | +73.4% | -11.5% | +84.9% | +72.9% |
| 10Y | +59.2% | +148.0% | -88.7% | +33.2% |
| All | +59.2% | +144.7% | -85.5% | +33.2% |
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