+87.2%
STLD vs INCY
+45.3%
+41.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +3.1% | +1.9% | +1.2% | +2.9% |
| 30D | -9.0% | +5.8% | -14.8% | -9.9% |
| 3M | -12.4% | +25.2% | -37.6% | -15.7% |
| 6M | +25.5% | +28.2% | -2.7% | +19.5% |
| YTD | +43.6% | +28.3% | +15.3% | +36.1% |
| 1Y | +87.2% | +48.3% | +38.8% | +68.3% |
| All | +87.2% | +45.3% | +41.9% | +68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling