+589.2%
SLB vs INCY
+6,421.1%
-5,831.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.9% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +4.5% | +9.8% | -5.3% | +3.3% |
| 3M | -4.6% | +1.0% | -5.6% | -4.8% |
| 6M | -6.3% | +21.9% | -28.1% | -8.8% |
| YTD | +35.0% | +23.8% | +11.2% | +30.9% |
| 1Y | +38.8% | +13.0% | +25.8% | +35.9% |
| 3Y | +3.3% | +133.2% | -129.9% | -8.0% |
| 5Y | +73.6% | +87.8% | -14.2% | +58.1% |
| 10Y | -14.2% | +17.0% | -31.2% | -19.6% |
| All | +589.2% | +6,421.1% | -5,831.9% | +284.4% |
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