+333.1%
SLV vs INCY
+2,983.9%
-2,650.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.4% |
| 30D | +6.7% | +5.8% | +0.9% | +6.3% |
| 3M | -10.7% | +25.2% | -35.9% | -12.0% |
| 6M | -20.6% | +28.2% | -48.8% | -21.9% |
| YTD | -7.1% | +28.3% | -35.5% | -8.6% |
| 1Y | +62.0% | +48.3% | +13.6% | +58.0% |
| 3Y | +169.8% | +95.9% | +73.9% | +157.5% |
| 5Y | +161.5% | +66.6% | +94.9% | +151.0% |
| 10Y | +224.4% | +54.5% | +169.9% | +206.6% |
| All | +333.1% | +2,983.9% | -2,650.8% | +174.8% |
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