+3,667.9%
STRL vs INCY
+15.3%
+3,652.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | +15.7% | +1.1% | +14.5% | +15.5% |
| 30D | -35.5% | +8.4% | -43.9% | -36.6% |
| 3M | -47.1% | +0.4% | -47.5% | -47.4% |
| 6M | -65.8% | +22.4% | -88.2% | -67.8% |
| YTD | -4.5% | +22.5% | -27.0% | -10.2% |
| 1Y | -10.5% | +14.8% | -25.2% | -14.6% |
| 3Y | +340.6% | +127.7% | +212.9% | +255.7% |
| 5Y | +911.0% | +84.4% | +826.7% | +749.6% |
| All | +3,667.9% | +15.3% | +3,652.6% | +3,114.5% |
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 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