+581.3%
SLB vs INCY
+6,400.8%
-5,819.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +0.2% | +1.1% | -0.9% | -0.1% |
| 6M | -4.4% | +23.7% | -28.1% | -7.2% |
| YTD | +33.4% | +23.4% | +10.0% | +29.4% |
| 1Y | +40.8% | +15.0% | +25.8% | +37.6% |
| 3Y | +3.2% | +132.1% | -128.9% | -8.0% |
| 5Y | +64.8% | +83.2% | -18.4% | +50.5% |
| 10Y | -16.6% | +17.1% | -33.6% | -21.8% |
| All | +581.3% | +6,400.8% | -5,819.5% | +280.2% |
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 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