+60.1%
STLD vs INCY
+20.6%
+39.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -3.7% |
| 7D | -3.9% | +5.1% | -9.1% | -4.7% |
| 30D | -0.4% | +7.6% | -8.0% | -1.6% |
| 3M | -9.2% | +1.9% | -11.1% | -9.4% |
| 6M | +5.0% | +26.5% | -21.5% | +0.5% |
| YTD | +42.8% | +24.4% | +18.4% | +35.0% |
| 1Y | +60.1% | +19.4% | +40.7% | +52.9% |
| All | +60.1% | +20.6% | +39.5% | +52.9% |
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