+5,218.4%
STZ vs INCY
+6,660.0%
-1,441.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.9% | +1.9% | -3.8% | -2.1% |
| 30D | -1.9% | +5.8% | -7.7% | -2.3% |
| 3M | -6.2% | +25.2% | -31.4% | -8.0% |
| 6M | -14.0% | +28.2% | -42.2% | -15.9% |
| YTD | -5.1% | +28.3% | -33.4% | -7.3% |
| 1Y | -9.6% | +48.3% | -57.9% | -12.8% |
| 3Y | -47.2% | +95.9% | -143.2% | -50.5% |
| 5Y | -33.6% | +66.6% | -100.2% | -37.2% |
| 10Y | -9.8% | +54.5% | -64.3% | -16.1% |
| All | +5,218.4% | +6,660.0% | -1,441.6% | +3,358.0% |
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