+0.8%
SCHW vs INCY
+20.6%
-19.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.1% | +3.9% |
| 7D | +5.2% | +5.1% | +0.1% | +4.4% |
| 30D | -4.7% | +7.6% | -12.3% | -5.8% |
| 3M | -11.9% | +1.9% | -13.8% | -12.5% |
| 6M | +2.7% | +26.5% | -23.7% | -3.3% |
| YTD | -5.6% | +24.4% | -30.0% | -8.9% |
| 1Y | +0.8% | +19.4% | -18.6% | -2.7% |
| All | +0.8% | +20.6% | -19.8% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling