+49.7%
INCY vs XLRE
+89.0%
-39.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.9% |
| 7D | -4.2% | -1.2% | -3.0% | -3.7% |
| 30D | +0.6% | -2.4% | +3.0% | +1.7% |
| 3M | +12.6% | -2.5% | +15.1% | +14.0% |
| 6M | +28.3% | +4.0% | +24.3% | +26.2% |
| YTD | +23.0% | +9.3% | +13.7% | +18.2% |
| 1Y | +41.0% | +5.6% | +35.4% | +37.6% |
| 3Y | +88.6% | +31.3% | +57.3% | +66.3% |
| 5Y | +70.8% | +9.5% | +61.2% | +61.2% |
| All | +49.7% | +89.0% | -39.4% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling