+16,011.1%
STX vs INCY
+2,356.4%
+13,654.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.5% |
| 7D | +2.4% | +1.9% | +0.4% | +1.9% |
| 30D | +1.4% | +5.8% | -4.4% | 0.0% |
| 3M | -8.2% | +25.2% | -33.4% | -13.6% |
| 6M | +127.0% | +28.2% | +98.8% | +112.7% |
| YTD | +209.1% | +28.3% | +180.8% | +189.9% |
| 1Y | +365.4% | +48.3% | +317.1% | +323.0% |
| 3Y | +1,135.4% | +95.9% | +1,039.5% | +938.0% |
| 5Y | +991.5% | +66.6% | +924.9% | +842.8% |
| 10Y | +3,695.8% | +54.5% | +3,641.3% | +3,051.0% |
| All | +16,011.1% | +2,356.4% | +13,654.7% | +4,893.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling