+107.5%
STLD vs INCY
+116.8%
-9.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -11.1% | -0.6% | -10.5% | -11.0% |
| 30D | -4.8% | +5.5% | -10.3% | -5.6% |
| 3M | -14.6% | +1.1% | -15.6% | -14.7% |
| 6M | -7.4% | +19.8% | -27.2% | -10.2% |
| YTD | +32.6% | +21.1% | +11.4% | +27.8% |
| 1Y | +47.3% | +13.7% | +33.6% | +43.2% |
| 3Y | +107.5% | +119.3% | -11.7% | +83.5% |
| All | +107.5% | +116.8% | -9.2% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling