+699.9%
IYR vs INCY
+189.5%
+510.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -2.5% | +3.2% | -5.7% | -3.0% |
| 3M | +1.5% | +23.6% | -22.2% | -2.0% |
| 6M | +3.9% | +29.7% | -25.8% | -0.5% |
| YTD | +9.5% | +25.9% | -16.4% | +5.1% |
| 1Y | +7.5% | +43.7% | -36.3% | +0.9% |
| 3Y | +30.8% | +94.4% | -63.6% | +15.6% |
| 5Y | +4.8% | +68.0% | -63.2% | -5.9% |
| 10Y | +64.3% | +52.5% | +11.8% | +42.8% |
| All | +699.9% | +189.5% | +510.4% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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