+182.6%
SLV vs INCY
+95.0%
+87.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +3.3% | +3.2% | +0.1% | +3.1% |
| 3M | -3.6% | +23.6% | -27.2% | -5.1% |
| 6M | -21.8% | +29.7% | -51.5% | -23.4% |
| YTD | -7.8% | +25.9% | -33.8% | -9.4% |
| 1Y | +58.3% | +43.7% | +14.6% | +55.3% |
| 3Y | +182.6% | +94.4% | +88.1% | +163.6% |
| All | +182.6% | +95.0% | +87.6% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling