+188.8%
SHEL vs INCY
+69.3%
+119.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +4.1% | -4.2% | +8.3% | +4.3% |
| 30D | +8.4% | +0.6% | +7.8% | +8.3% |
| 3M | +13.7% | +12.6% | +1.1% | +12.7% |
| 6M | +12.7% | +28.3% | -15.6% | +10.7% |
| YTD | +35.3% | +23.0% | +12.3% | +33.1% |
| 1Y | +39.4% | +41.0% | -1.6% | +35.4% |
| 3Y | +71.5% | +88.6% | -17.1% | +61.3% |
| All | +188.8% | +69.3% | +119.5% | +176.1% |
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