-66.5%
STRL vs INCY
+23.1%
-89.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.9% | +13.1% | +16.0% |
| 7D | -13.3% | +1.5% | -14.9% | -11.8% |
| 30D | -43.3% | +8.1% | -51.4% | -39.9% |
| 3M | -46.9% | +1.1% | -48.0% | -45.1% |
| All | -66.5% | +23.1% | -89.6% | -66.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling