+102.4%
STX vs INCY
+12.8%
+89.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.1% |
| 7D | +14.6% | +1.1% | +13.5% | +14.6% |
| 30D | -26.0% | +8.4% | -34.4% | -25.8% |
| 3M | -42.6% | +0.4% | -43.0% | -42.5% |
| 6M | -35.3% | +22.4% | -57.7% | -41.1% |
| YTD | +92.5% | +22.5% | +70.0% | +75.7% |
| 1Y | +102.4% | +14.8% | +87.6% | +91.7% |
| All | +102.4% | +12.8% | +89.6% | +91.7% |
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