+3.2%
SLB vs INCY
+124.7%
-121.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -3.7% | +1.5% | -5.2% | -3.9% |
| 30D | +2.9% | +8.1% | -5.1% | +1.8% |
| 3M | +0.2% | +1.1% | -0.9% | -0.1% |
| 6M | -4.4% | +23.7% | -28.1% | -8.1% |
| YTD | +33.4% | +23.4% | +10.0% | +27.8% |
| 1Y | +40.8% | +15.0% | +25.8% | +36.4% |
| 3Y | +3.2% | +132.1% | -128.9% | -13.1% |
| All | +3.2% | +124.7% | -121.5% | -13.1% |
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 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