+172.7%
SLV vs INCY
+69.9%
+102.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.2% |
| 7D | +2.8% | -2.2% | +5.0% | +3.0% |
| 30D | +2.2% | +3.7% | -1.5% | +1.9% |
| 3M | +2.9% | +22.1% | -19.2% | +1.1% |
| 6M | -22.4% | +29.8% | -52.2% | -24.3% |
| YTD | -5.7% | +27.6% | -33.3% | -7.9% |
| 1Y | +63.3% | +47.2% | +16.1% | +58.3% |
| 3Y | +189.0% | +97.0% | +92.1% | +173.2% |
| 5Y | +172.7% | +73.4% | +99.3% | +156.2% |
| All | +172.7% | +69.9% | +102.8% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling