+7,301.3%
STRL vs INCY
+56.1%
+7,245.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +8.2% | -2.2% | +10.4% | +8.6% |
| 30D | -6.3% | +3.7% | -10.0% | -7.1% |
| 3M | -41.2% | +22.1% | -63.3% | -44.3% |
| 6M | +20.4% | +29.8% | -9.4% | +12.4% |
| YTD | +61.7% | +27.6% | +34.1% | +51.4% |
| 1Y | +72.7% | +47.2% | +25.5% | +56.9% |
| 3Y | +530.9% | +97.0% | +434.0% | +426.9% |
| 5Y | +2,125.4% | +73.4% | +2,052.0% | +1,795.3% |
| 10Y | +7,301.3% | +59.2% | +7,242.1% | +5,454.3% |
| All | +7,301.3% | +56.1% | +7,245.2% | +5,454.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling