+2,861.9%
INCY vs XME
+246.2%
+2,615.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | -0.5% | +3.6% | -4.1% | -2.0% |
| 30D | +3.2% | +3.6% | -0.5% | +1.5% |
| 3M | +23.6% | +1.2% | +22.4% | +21.8% |
| 6M | +29.7% | +9.0% | +20.6% | +22.4% |
| YTD | +25.9% | +15.9% | +10.0% | +15.0% |
| 1Y | +43.7% | +43.2% | +0.5% | +18.1% |
| 3Y | +94.4% | +137.4% | -42.9% | +23.3% |
| 5Y | +68.0% | +185.0% | -117.1% | -8.1% |
| 10Y | +52.5% | +409.5% | -356.9% | -44.9% |
| All | +2,861.9% | +246.2% | +2,615.7% | +837.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling