+920.0%
INCY vs STLA
+150.0%
+770.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +1.1% | -13.8% | +14.9% | +3.4% |
| 30D | +8.4% | -10.5% | +19.0% | +10.1% |
| 3M | +0.4% | -28.9% | +29.2% | +5.2% |
| 6M | +22.4% | -49.7% | +72.2% | +35.0% |
| YTD | +22.5% | -64.9% | +87.4% | +41.3% |
| 1Y | +14.8% | -64.0% | +78.8% | +31.7% |
| 3Y | +127.7% | -77.4% | +205.2% | +174.6% |
| 5Y | +84.4% | -74.4% | +158.8% | +113.1% |
| 10Y | +15.7% | -6.4% | +22.1% | +4.4% |
| All | +920.0% | +150.0% | +770.0% | +773.7% |
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