+740.9%
STLD vs INCY
+15.3%
+725.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | +2.9% | +1.1% | +1.8% | +2.7% |
| 30D | -5.6% | +8.4% | -14.0% | -7.3% |
| 3M | -11.7% | +0.4% | -12.1% | -12.0% |
| 6M | -2.8% | +22.4% | -25.2% | -7.7% |
| YTD | +36.4% | +22.5% | +14.0% | +29.1% |
| 1Y | +50.0% | +14.8% | +35.2% | +43.8% |
| 3Y | +122.3% | +127.7% | -5.4% | +76.8% |
| 5Y | +273.2% | +84.4% | +188.8% | +211.0% |
| All | +740.9% | +15.3% | +725.5% | +609.2% |
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 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