+12,054.0%
STRL vs INCY
+6,421.1%
+5,632.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.8% |
| 7D | +7.1% | -0.5% | +7.6% | +7.2% |
| 30D | -39.4% | +9.8% | -49.2% | -39.8% |
| 3M | -43.0% | +1.0% | -44.0% | -43.1% |
| 6M | -65.0% | +21.9% | -86.9% | -65.7% |
| YTD | -0.8% | +23.8% | -24.6% | -2.8% |
| 1Y | -20.3% | +13.0% | -33.3% | -21.4% |
| 3Y | +356.5% | +133.2% | +223.3% | +325.4% |
| 5Y | +952.8% | +87.8% | +865.1% | +894.2% |
| 10Y | +3,877.1% | +17.0% | +3,860.1% | +3,711.2% |
| All | +12,054.0% | +6,421.1% | +5,632.9% | +11,213.3% |
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 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