+10,374.7%
STX vs INCY
+2,269.6%
+8,105.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.6% | +8.4% | +9.6% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | -26.8% | +9.8% | -36.6% | -28.3% |
| 3M | -32.7% | +1.0% | -33.7% | -33.0% |
| 6M | -33.7% | +21.9% | -55.6% | -37.4% |
| YTD | +101.0% | +23.8% | +77.2% | +89.7% |
| 1Y | +92.7% | +13.0% | +79.7% | +85.3% |
| 3Y | +708.7% | +133.2% | +575.5% | +554.8% |
| 5Y | +504.0% | +87.8% | +416.2% | +409.5% |
| 10Y | +2,108.4% | +17.0% | +2,091.4% | +1,843.6% |
| All | +10,374.7% | +2,269.6% | +8,105.1% | +3,166.3% |
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 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