+2,342.1%
INCY vs XPO
+9,839.2%
-7,497.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.7% |
| 7D | -2.2% | -0.9% | -1.3% | -2.1% |
| 30D | +3.7% | -8.1% | +11.8% | +4.7% |
| 3M | +22.1% | -19.0% | +41.1% | +25.2% |
| 6M | +29.8% | -5.2% | +35.0% | +30.1% |
| YTD | +27.6% | +35.6% | -8.0% | +21.9% |
| 1Y | +47.2% | +41.1% | +6.1% | +39.4% |
| 3Y | +97.0% | +157.9% | -61.0% | +67.6% |
| 5Y | +73.4% | +265.6% | -192.3% | +36.4% |
| 10Y | +59.2% | +1,516.8% | -1,457.6% | -2.2% |
| All | +2,342.1% | +9,839.2% | -7,497.1% | +1,030.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling