+7,970.4%
STLD vs INCY
+1,118.2%
+6,852.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.0% |
| 7D | -4.7% | +2.3% | -7.0% | -5.1% |
| 30D | -0.9% | +6.7% | -7.6% | -2.2% |
| 3M | -11.9% | -1.0% | -10.9% | -11.9% |
| 6M | +0.9% | +22.1% | -21.2% | -3.2% |
| YTD | +40.4% | +21.8% | +18.6% | +34.5% |
| 1Y | +56.6% | +13.5% | +43.1% | +51.7% |
| 3Y | +125.5% | +129.4% | -3.9% | +88.5% |
| 5Y | +292.8% | +84.0% | +208.9% | +240.0% |
| 10Y | +787.1% | +14.9% | +772.2% | +698.3% |
| All | +7,970.4% | +1,118.2% | +6,852.2% | +2,419.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling