+60.2%
SCHD vs INCY
+69.3%
-9.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -2.0% | -4.2% | +2.2% | -1.3% |
| 30D | -0.4% | +0.6% | -1.0% | -0.5% |
| 3M | +5.7% | +12.6% | -6.9% | +3.5% |
| 6M | +11.9% | +28.3% | -16.4% | +7.0% |
| YTD | +26.4% | +23.0% | +3.5% | +21.5% |
| 1Y | +27.6% | +41.0% | -13.4% | +19.2% |
| 3Y | +54.9% | +88.6% | -33.6% | +34.5% |
| All | +60.2% | +69.3% | -9.1% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling