+968.7%
INCY vs STLA
+263.8%
+704.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +1.9% | +2.6% | -0.7% | +1.5% |
| 30D | +5.8% | -1.2% | +7.0% | +5.9% |
| 3M | +25.2% | -24.8% | +50.0% | +30.3% |
| 6M | +28.2% | -25.6% | +53.8% | +33.4% |
| YTD | +28.3% | -48.9% | +77.3% | +40.3% |
| 1Y | +48.3% | -38.8% | +87.1% | +56.4% |
| 3Y | +95.9% | -64.5% | +160.5% | +120.8% |
| 5Y | +66.6% | -62.4% | +129.0% | +81.8% |
| 10Y | +54.5% | +55.4% | -0.9% | +29.4% |
| All | +968.7% | +263.8% | +704.9% | +767.4% |
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