+73.3%
INCY vs XPO
+257.8%
-184.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | +1.8% | -10.4% | +12.2% | +2.8% |
| 3M | +17.0% | -15.7% | +32.7% | +18.7% |
| 6M | +28.4% | -6.3% | +34.7% | +28.8% |
| YTD | +24.8% | +34.2% | -9.3% | +21.2% |
| 1Y | +42.9% | +39.9% | +3.0% | +37.9% |
| 3Y | +92.7% | +155.2% | -62.5% | +73.1% |
| 5Y | +73.3% | +264.7% | -191.3% | +37.1% |
| All | +73.3% | +257.8% | -184.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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