+123.8%
STX vs INCY
+20.6%
+103.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.5% | -12.6% | -8.0% |
| 7D | -20.2% | +5.1% | -25.3% | -20.1% |
| 30D | -37.2% | +7.6% | -44.8% | -37.2% |
| 3M | -34.1% | +1.9% | -35.9% | -34.0% |
| 6M | -24.5% | +26.5% | -50.9% | -33.1% |
| YTD | +102.9% | +24.4% | +78.6% | +81.2% |
| 1Y | +123.8% | +19.4% | +104.4% | +107.0% |
| All | +123.8% | +20.6% | +103.2% | +107.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling