+19,359.6%
STRL vs INCY
+6,660.0%
+12,699.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +5.8% |
| 7D | +3.4% | +1.9% | +1.5% | +3.2% |
| 30D | -9.2% | +5.8% | -15.0% | -9.6% |
| 3M | -51.0% | +25.2% | -76.2% | -52.0% |
| 6M | +15.8% | +28.2% | -12.4% | +13.4% |
| YTD | +58.9% | +28.3% | +30.5% | +55.5% |
| 1Y | +68.5% | +48.3% | +20.2% | +63.3% |
| 3Y | +485.2% | +95.9% | +389.3% | +452.6% |
| 5Y | +2,005.1% | +66.6% | +1,938.5% | +1,905.9% |
| 10Y | +7,118.0% | +54.5% | +7,063.4% | +6,709.4% |
| All | +19,359.6% | +6,660.0% | +12,699.6% | +17,994.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling