+3,877.5%
STRL vs INCY
+14.6%
+3,862.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -19.8% | +2.3% | -22.1% | -20.2% |
| 30D | -43.6% | +6.7% | -50.2% | -44.4% |
| 3M | -45.2% | -1.0% | -44.2% | -45.3% |
| 6M | -65.7% | +22.1% | -87.8% | -67.7% |
| YTD | -5.4% | +21.8% | -27.2% | -10.9% |
| 1Y | -24.7% | +13.5% | -38.2% | -28.0% |
| 3Y | +335.0% | +129.4% | +205.6% | +250.5% |
| 5Y | +915.3% | +84.0% | +831.3% | +753.3% |
| 10Y | +3,877.5% | +14.9% | +3,862.6% | +3,307.5% |
| All | +3,877.5% | +14.6% | +3,862.9% | +3,307.5% |
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