-2.6%
SLB vs INCY
+56.1%
-58.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -1.9% | -2.2% | +0.3% | -1.4% |
| 30D | +7.8% | +3.7% | +4.1% | +6.8% |
| 3M | +2.7% | +22.1% | -19.4% | -2.5% |
| 6M | +22.2% | +29.8% | -7.6% | +14.0% |
| YTD | +51.1% | +27.6% | +23.5% | +41.1% |
| 1Y | +63.3% | +47.2% | +16.1% | +46.8% |
| 3Y | +2.4% | +97.0% | -94.5% | -16.4% |
| 5Y | +139.3% | +73.4% | +66.0% | +99.5% |
| 10Y | -2.6% | +59.2% | -61.9% | -27.7% |
| All | -2.6% | +56.1% | -58.8% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling