+48.3%
INCY vs XLRE
+9.1%
+39.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | +1.9% | -1.2% | +3.2% | +2.9% |
| 30D | +5.8% | -2.8% | +8.6% | +8.1% |
| 3M | +25.2% | -0.2% | +25.4% | +25.6% |
| 6M | +28.2% | +1.9% | +26.3% | +25.9% |
| YTD | +28.3% | +10.6% | +17.8% | +19.7% |
| 1Y | +48.3% | +8.8% | +39.5% | +39.6% |
| All | +48.3% | +9.1% | +39.2% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling