+926.1%
INCY vs STLA
+152.6%
+773.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.5% |
| 7D | +3.1% | -13.1% | +16.2% | +5.3% |
| 30D | +12.0% | -13.3% | +25.3% | +14.3% |
| 3M | +0.8% | -27.9% | +28.6% | +5.4% |
| 6M | +22.8% | -47.8% | +70.6% | +34.6% |
| YTD | +23.2% | -64.6% | +87.8% | +42.0% |
| 1Y | +12.4% | -64.0% | +76.4% | +29.0% |
| 3Y | +132.1% | -76.8% | +208.9% | +178.6% |
| 5Y | +85.5% | -74.2% | +159.7% | +114.0% |
| 10Y | +16.4% | -5.4% | +21.8% | +4.9% |
| All | +926.1% | +152.6% | +773.6% | +777.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling