+16.0%
INCY vs STLA
-3.1%
+19.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.6% |
| 7D | +3.1% | -13.1% | +16.2% | +5.5% |
| 30D | +12.0% | -13.3% | +25.3% | +14.5% |
| 3M | +0.8% | -27.9% | +28.6% | +5.8% |
| 6M | +22.8% | -47.8% | +70.6% | +35.7% |
| YTD | +23.2% | -64.6% | +87.8% | +44.1% |
| 1Y | +12.4% | -64.0% | +76.4% | +30.8% |
| 3Y | +132.1% | -76.8% | +208.9% | +184.5% |
| 5Y | +85.5% | -74.2% | +159.7% | +116.6% |
| All | +16.0% | -3.1% | +19.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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