+12.5%
STZ vs INCY
+16.1%
-3.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.2% |
| 7D | +3.4% | +1.5% | +1.9% | +3.2% |
| 30D | +19.6% | +8.1% | +11.5% | +18.4% |
| 3M | +8.0% | +1.1% | +6.9% | +7.8% |
| 6M | -0.3% | +23.7% | -23.9% | -3.3% |
| YTD | +8.6% | +23.4% | -14.8% | +4.8% |
| 1Y | +17.3% | +15.0% | +2.3% | +14.3% |
| 3Y | -34.7% | +132.1% | -166.8% | -43.3% |
| 5Y | -27.6% | +83.2% | -110.8% | -35.4% |
| All | +12.5% | +16.1% | -3.6% | -1.7% |
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