+11.8%
STZ vs INCY
+17.7%
-5.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -0.9% | -0.5% | -0.5% | -0.9% |
| 30D | +14.9% | +9.8% | +5.1% | +13.5% |
| 3M | +8.4% | +1.0% | +7.4% | +8.2% |
| 6M | +2.8% | +21.9% | -19.1% | -0.1% |
| YTD | +7.5% | +23.8% | -16.3% | +3.8% |
| 1Y | +12.5% | +13.0% | -0.5% | +9.9% |
| 3Y | -35.4% | +133.2% | -168.6% | -44.0% |
| 5Y | -29.3% | +87.8% | -117.1% | -37.2% |
| 10Y | +11.8% | +17.0% | -5.2% | -2.4% |
| All | +11.8% | +17.7% | -5.9% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling