+907.2%
STRL vs INCY
+82.2%
+825.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.9% | +13.1% | +14.7% |
| 7D | -13.3% | +1.5% | -14.9% | -13.5% |
| 30D | -43.3% | +8.1% | -51.4% | -44.1% |
| 3M | -46.9% | +1.1% | -48.0% | -47.0% |
| 6M | -65.6% | +23.7% | -89.3% | -67.7% |
| YTD | -5.1% | +23.4% | -28.5% | -11.0% |
| 1Y | -23.1% | +15.0% | -38.1% | -26.8% |
| 3Y | +346.8% | +132.1% | +214.8% | +254.5% |
| 5Y | +907.2% | +83.2% | +824.0% | +745.3% |
| All | +907.2% | +82.2% | +825.0% | +745.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling