+5,837.5%
STZ vs INCY
+6,281.3%
-443.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.9% |
| 7D | +4.9% | -0.6% | +5.5% | +5.0% |
| 30D | +20.9% | +5.5% | +15.4% | +20.4% |
| 3M | +8.0% | +1.1% | +6.9% | +7.8% |
| 6M | -5.3% | +19.8% | -25.1% | -6.8% |
| YTD | +5.9% | +21.1% | -15.2% | +4.0% |
| 1Y | +14.2% | +13.7% | +0.5% | +12.6% |
| 3Y | -37.0% | +119.3% | -156.2% | -41.4% |
| 5Y | -29.7% | +76.3% | -106.0% | -33.8% |
| 10Y | +5.2% | +36.6% | -31.5% | -1.3% |
| All | +5,837.5% | +6,281.3% | -443.8% | +3,777.2% |
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