+708.1%
STX vs INCY
+134.7%
+573.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.6% | +8.4% | +9.8% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -26.8% | +9.8% | -36.6% | -27.6% |
| 3M | -32.7% | +1.0% | -33.7% | -32.9% |
| 6M | -33.7% | +21.9% | -55.6% | -37.5% |
| YTD | +101.0% | +23.8% | +77.2% | +89.3% |
| 1Y | +92.7% | +13.0% | +79.7% | +84.7% |
| All | +708.1% | +134.7% | +573.4% | +578.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling