+346.8%
STRL vs INCY
+124.7%
+222.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.9% | +13.1% | +14.8% |
| 7D | -13.3% | +1.5% | -14.9% | -13.4% |
| 30D | -43.3% | +8.1% | -51.4% | -43.7% |
| 3M | -46.9% | +1.1% | -48.0% | -46.9% |
| 6M | -65.6% | +23.7% | -89.3% | -67.4% |
| YTD | -5.1% | +23.4% | -28.5% | -10.1% |
| 1Y | -23.1% | +15.0% | -38.1% | -26.3% |
| 3Y | +346.8% | +132.1% | +214.8% | +279.3% |
| All | +346.8% | +124.7% | +222.2% | +279.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling