+70.0%
SHEL vs INCY
+92.5%
-22.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.4% |
| 7D | +3.9% | -3.7% | +7.6% | +4.0% |
| 30D | +7.0% | +1.8% | +5.1% | +6.9% |
| 3M | +12.5% | +17.0% | -4.5% | +11.9% |
| 6M | +14.8% | +28.4% | -13.6% | +13.8% |
| YTD | +34.2% | +24.8% | +9.4% | +33.1% |
| 1Y | +37.0% | +42.9% | -5.9% | +34.9% |
| All | +70.0% | +92.5% | -22.5% | +64.7% |
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