+68.0%
INCY vs STLA
-62.5%
+130.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.5% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +3.2% | -2.4% | +5.5% | +3.4% |
| 3M | +23.6% | -23.9% | +47.5% | +27.4% |
| 6M | +29.7% | -24.6% | +54.3% | +33.6% |
| YTD | +25.9% | -50.5% | +76.5% | +35.9% |
| 1Y | +43.7% | -39.8% | +83.6% | +49.6% |
| 3Y | +94.4% | -65.6% | +160.1% | +113.6% |
| 5Y | +68.0% | -62.1% | +130.1% | +73.8% |
| All | +68.0% | -62.5% | +130.5% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling