+7,518.6%
STLD vs INCY
+1,111.6%
+6,406.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -14.6% | +1.1% | -15.6% | -14.9% |
| 6M | -7.4% | +19.8% | -27.2% | -10.9% |
| YTD | +32.6% | +21.1% | +11.4% | +27.1% |
| 1Y | +47.3% | +13.7% | +33.6% | +42.7% |
| 3Y | +107.5% | +119.3% | -11.7% | +75.0% |
| 5Y | +268.8% | +76.3% | +192.5% | +221.8% |
| 10Y | +883.3% | +36.6% | +846.7% | +758.3% |
| All | +7,518.6% | +1,111.6% | +6,406.9% | +2,281.0% |
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