+68.5%
STRL vs INCY
+45.3%
+23.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +5.9% |
| 7D | +3.4% | +1.9% | +1.5% | +3.1% |
| 30D | -9.2% | +5.8% | -15.0% | -9.9% |
| 3M | -51.0% | +25.2% | -76.2% | -55.7% |
| 6M | +15.8% | +28.2% | -12.4% | +2.7% |
| YTD | +58.9% | +28.3% | +30.5% | +39.7% |
| 1Y | +68.5% | +48.3% | +20.2% | +45.7% |
| All | +68.5% | +45.3% | +23.3% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling