+3,476.8%
STX vs INCY
+56.5%
+3,420.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.2% |
| 7D | +8.0% | -3.7% | +11.7% | +8.9% |
| 30D | +5.1% | +1.8% | +3.3% | +4.4% |
| 3M | +5.8% | +17.0% | -11.2% | +0.2% |
| 6M | +124.9% | +28.4% | +96.6% | +107.6% |
| YTD | +213.9% | +24.8% | +189.1% | +192.5% |
| 1Y | +350.4% | +42.9% | +307.5% | +305.3% |
| 3Y | +1,314.2% | +92.7% | +1,221.5% | +1,051.2% |
| 5Y | +1,092.8% | +73.3% | +1,019.5% | +891.2% |
| All | +3,476.8% | +56.5% | +3,420.3% | +2,818.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling