+49.7%
INCY vs XME
+421.4%
-371.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -4.2% | -4.2% | 0.0% | -3.2% |
| 30D | +0.6% | -2.7% | +3.3% | +1.2% |
| 3M | +12.6% | -3.9% | +16.6% | +13.3% |
| 6M | +28.3% | -1.0% | +29.3% | +27.3% |
| YTD | +23.0% | +9.8% | +13.2% | +18.6% |
| 1Y | +41.0% | +32.5% | +8.4% | +28.8% |
| 3Y | +88.6% | +124.3% | -35.8% | +47.9% |
| 5Y | +70.8% | +165.8% | -95.0% | +24.2% |
| All | +49.7% | +421.4% | -371.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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