+1,144.9%
STX vs INCY
+67.2%
+1,077.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.3% | +6.9% |
| 7D | +10.7% | -0.5% | +11.2% | +10.8% |
| 30D | +11.3% | +3.2% | +8.1% | +10.3% |
| 3M | +3.2% | +23.6% | -20.4% | -4.0% |
| 6M | +157.0% | +29.7% | +127.3% | +135.2% |
| YTD | +229.2% | +25.9% | +203.3% | +204.8% |
| 1Y | +381.8% | +43.7% | +338.1% | +331.0% |
| 3Y | +1,383.2% | +94.4% | +1,288.7% | +1,092.2% |
| 5Y | +1,144.9% | +68.0% | +1,076.9% | +920.3% |
| All | +1,144.9% | +67.2% | +1,077.7% | +920.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling