+1,122.7%
STLD vs INCY
+56.1%
+1,066.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | -10.4% | +3.7% | -14.1% | -11.2% |
| 3M | -10.6% | +22.1% | -32.7% | -15.0% |
| 6M | +32.7% | +29.8% | +2.9% | +24.2% |
| YTD | +42.8% | +27.6% | +15.2% | +33.8% |
| 1Y | +86.9% | +47.2% | +39.7% | +68.5% |
| 3Y | +143.8% | +97.0% | +46.9% | +100.1% |
| 5Y | +293.5% | +73.4% | +220.1% | +230.3% |
| 10Y | +1,122.7% | +59.2% | +1,063.4% | +779.4% |
| All | +1,122.7% | +56.1% | +1,066.5% | +779.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling