+12.5%
STZ vs INCY
+14.6%
-2.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +5.3% | +2.3% | +3.0% | +5.0% |
| 30D | +19.6% | +6.7% | +12.9% | +18.6% |
| 3M | +10.0% | -1.0% | +11.0% | +10.0% |
| 6M | -0.3% | +22.1% | -22.3% | -3.1% |
| YTD | +8.6% | +21.8% | -13.2% | +5.0% |
| 1Y | +16.6% | +13.5% | +3.1% | +13.8% |
| 3Y | -34.8% | +129.4% | -164.2% | -43.3% |
| 5Y | -27.8% | +84.0% | -111.8% | -35.7% |
| 10Y | +12.5% | +14.9% | -2.4% | -1.6% |
| All | +12.5% | +14.6% | -2.1% | -1.6% |
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