+1,814.2%
SHEL vs INCY
+6,620.5%
-4,806.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +3.0% | -2.2% | +5.2% | +3.2% |
| 30D | +7.2% | +3.7% | +3.5% | +6.9% |
| 3M | +12.9% | +22.1% | -9.2% | +11.0% |
| 6M | +13.7% | +29.8% | -16.1% | +11.1% |
| YTD | +33.7% | +27.6% | +6.1% | +30.7% |
| 1Y | +37.9% | +47.2% | -9.3% | +33.1% |
| 3Y | +70.2% | +97.0% | -26.7% | +59.4% |
| 5Y | +192.3% | +73.4% | +119.0% | +175.2% |
| 10Y | +207.3% | +59.2% | +148.1% | +185.2% |
| All | +1,814.2% | +6,620.5% | -4,806.3% | +955.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling