+219.9%
SLV vs INCY
+54.2%
+165.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.2% |
| 7D | -2.8% | -4.2% | +1.3% | -2.6% |
| 30D | -1.6% | +0.6% | -2.2% | -1.6% |
| 3M | -4.4% | +12.6% | -17.1% | -5.2% |
| 6M | -25.4% | +28.3% | -53.7% | -26.7% |
| YTD | -9.8% | +23.0% | -32.8% | -11.1% |
| 1Y | +53.8% | +41.0% | +12.8% | +50.4% |
| 3Y | +174.7% | +88.6% | +86.1% | +162.9% |
| 5Y | +164.3% | +70.8% | +93.5% | +153.7% |
| All | +219.9% | +54.2% | +165.7% | +182.4% |
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 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