+63.3%
SLB vs INCY
+45.9%
+17.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -1.9% | -2.2% | +0.3% | -1.7% |
| 30D | +7.8% | +3.7% | +4.1% | +7.4% |
| 3M | +2.7% | +22.1% | -19.4% | 0.0% |
| 6M | +22.2% | +29.8% | -7.6% | +17.7% |
| YTD | +51.1% | +27.6% | +23.5% | +44.6% |
| 1Y | +63.3% | +47.2% | +16.1% | +47.2% |
| All | +63.3% | +45.9% | +17.5% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling