-25.9%
STRL vs INCY
+20.6%
-46.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.5% | -25.9% | -21.0% |
| 7D | -27.1% | +5.1% | -32.2% | -26.7% |
| 30D | -45.8% | +7.6% | -53.4% | -45.5% |
| 3M | -47.6% | +1.9% | -49.5% | -47.1% |
| 6M | -46.4% | +26.5% | -72.9% | -52.5% |
| YTD | -7.4% | +24.4% | -31.8% | -19.9% |
| 1Y | -25.9% | +19.4% | -45.2% | -32.6% |
| All | -25.9% | +20.6% | -46.5% | -32.6% |
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