+41.0%
INCY vs XLRE
+7.1%
+33.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -2.1% |
| 7D | -4.2% | -1.2% | -3.0% | -3.3% |
| 30D | +0.6% | -2.4% | +3.0% | +2.4% |
| 3M | +12.6% | -2.5% | +15.1% | +14.9% |
| 6M | +28.3% | +4.0% | +24.3% | +24.8% |
| YTD | +23.0% | +9.3% | +13.7% | +15.4% |
| 1Y | +41.0% | +5.6% | +35.4% | +35.5% |
| All | +41.0% | +7.1% | +33.8% | +35.5% |
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