-35.3%
STX vs INCY
+22.5%
-57.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.4% |
| 7D | +14.6% | +1.1% | +13.5% | +15.1% |
| 30D | -26.0% | +8.4% | -34.4% | -21.4% |
| 3M | -42.6% | +0.4% | -43.0% | -42.1% |
| 6M | -35.3% | +22.4% | -57.7% | -27.2% |
| All | -35.3% | +22.5% | -57.8% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling