+42.9%
INCY vs EXR
-1.5%
+44.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -3.7% | -3.2% | -0.5% | -2.6% |
| 30D | +1.8% | -6.9% | +8.7% | +4.4% |
| 3M | +17.0% | -7.8% | +24.8% | +20.5% |
| 6M | +28.4% | -4.9% | +33.3% | +30.0% |
| YTD | +24.8% | +7.2% | +17.7% | +25.1% |
| 1Y | +42.9% | -1.5% | +44.4% | +43.4% |
| All | +42.9% | -1.5% | +44.4% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling