+67.7%
INCY vs XLRE
+8.4%
+59.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.3% |
| 1Y | +41.0% | +5.6% | +35.4% | +37.7% |
| 3Y | +88.6% | +31.3% | +57.3% | +67.2% |
| All | +67.7% | +8.4% | +59.2% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling