+73.3%
INCY vs XME
+167.8%
-94.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.6% |
| 7D | -3.7% | -3.0% | -0.6% | -3.2% |
| 30D | +1.8% | -2.6% | +4.4% | +2.2% |
| 3M | +17.0% | +2.2% | +14.8% | +16.4% |
| 6M | +28.4% | +0.7% | +27.7% | +27.3% |
| YTD | +24.8% | +10.9% | +13.9% | +21.3% |
| 1Y | +42.9% | +35.7% | +7.2% | +33.2% |
| 3Y | +92.7% | +127.1% | -34.4% | +60.4% |
| 5Y | +73.3% | +168.5% | -95.1% | +42.4% |
| All | +73.3% | +167.8% | -94.5% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling