+175.8%
SLV vs INCY
+15.3%
+160.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -5.8% | +1.1% | -6.9% | -5.9% |
| 30D | -12.1% | +8.4% | -20.6% | -12.6% |
| 3M | -24.1% | +0.4% | -24.5% | -24.1% |
| 6M | -44.4% | +22.4% | -66.8% | -45.2% |
| YTD | -31.5% | +22.5% | -54.0% | -32.5% |
| 1Y | -6.9% | +14.8% | -21.7% | -8.0% |
| 3Y | +116.0% | +127.7% | -11.7% | +104.8% |
| 5Y | +88.4% | +84.4% | +4.1% | +80.6% |
| All | +175.8% | +15.3% | +160.5% | +167.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling