+139.2%
SLB vs INCY
+67.2%
+72.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.4% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +13.6% | +3.2% | +10.4% | +12.8% |
| 3M | +1.5% | +23.6% | -22.1% | -3.0% |
| 6M | +23.0% | +29.7% | -6.6% | +16.2% |
| YTD | +51.2% | +25.9% | +25.3% | +43.2% |
| 1Y | +63.5% | +43.7% | +19.8% | +50.0% |
| 3Y | +2.5% | +94.4% | -91.9% | -13.7% |
| 5Y | +139.2% | +68.0% | +71.2% | +107.5% |
| All | +139.2% | +67.2% | +72.0% | +107.5% |
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