-29.8%
STZ vs INCY
+83.5%
-113.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +2.6% | +1.1% | +1.5% | +2.4% |
| 30D | +15.2% | +8.4% | +6.8% | +14.2% |
| 3M | +7.6% | +0.4% | +7.3% | +7.5% |
| 6M | +5.3% | +22.4% | -17.1% | +2.7% |
| YTD | +8.6% | +22.5% | -13.8% | +5.4% |
| 1Y | +15.6% | +14.8% | +0.8% | +13.1% |
| 3Y | -35.2% | +127.7% | -162.9% | -43.7% |
| All | -29.8% | +83.5% | -113.3% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling