+94.4%
INCY vs EXR
+23.6%
+70.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | +3.2% | -6.9% | +10.1% | +5.3% |
| 3M | +23.6% | -3.0% | +26.6% | +24.8% |
| 6M | +29.7% | -2.9% | +32.6% | +30.7% |
| YTD | +25.9% | +9.3% | +16.7% | +23.1% |
| 1Y | +43.7% | -0.9% | +44.7% | +43.8% |
| 3Y | +94.4% | +24.7% | +69.7% | +83.8% |
| All | +94.4% | +23.6% | +70.8% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling