+86.8%
SCHW vs INCY
+89.7%
-2.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -1.9% | -4.2% | +2.3% | -1.3% |
| 30D | -1.6% | +0.6% | -2.2% | -1.8% |
| 3M | +21.3% | +12.6% | +8.6% | +19.0% |
| 6M | +16.5% | +28.3% | -11.8% | +12.1% |
| YTD | +8.4% | +23.0% | -14.6% | +5.2% |
| 1Y | +15.6% | +41.0% | -25.3% | +10.1% |
| 3Y | +86.8% | +88.6% | -1.7% | +60.7% |
| All | +86.8% | +89.7% | -2.9% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling