+293.4%
STLD vs INCY
+67.2%
+226.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.4% |
| 7D | +2.7% | -0.5% | +3.1% | +2.8% |
| 30D | -8.4% | +3.2% | -11.6% | -9.1% |
| 3M | -9.9% | +23.6% | -33.5% | -13.8% |
| 6M | +33.0% | +29.7% | +3.4% | +25.7% |
| YTD | +42.6% | +25.9% | +16.6% | +35.1% |
| 1Y | +80.8% | +43.7% | +37.0% | +66.1% |
| 3Y | +143.4% | +94.4% | +49.0% | +106.6% |
| 5Y | +293.4% | +68.0% | +225.4% | +241.9% |
| All | +293.4% | +67.2% | +226.3% | +241.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling