+2,123.7%
INCY vs EXR
+2,662.2%
-538.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.4% |
| 7D | +1.9% | -2.6% | +4.5% | +3.2% |
| 30D | +5.8% | -7.2% | +13.0% | +9.6% |
| 3M | +25.2% | -3.5% | +28.7% | +27.3% |
| 6M | +28.2% | -5.3% | +33.5% | +31.3% |
| YTD | +28.3% | +9.4% | +19.0% | +22.4% |
| 1Y | +48.3% | +1.3% | +47.0% | +46.1% |
| 3Y | +95.9% | +22.4% | +73.5% | +69.6% |
| 5Y | +66.6% | -12.2% | +78.8% | +61.9% |
| 10Y | +54.5% | +148.6% | -94.0% | -22.7% |
| All | +2,123.7% | +2,662.2% | -538.6% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling