+99.4%
XBI vs INCY
+89.7%
+9.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -4.6% | -4.2% | -0.5% | -3.0% |
| 30D | -2.0% | +0.6% | -2.6% | -2.1% |
| 3M | +17.8% | +12.6% | +5.1% | +11.8% |
| 6M | +23.7% | +28.3% | -4.6% | +11.3% |
| YTD | +28.2% | +23.0% | +5.2% | +16.9% |
| 1Y | +64.0% | +41.0% | +23.0% | +40.5% |
| 3Y | +99.4% | +88.6% | +10.8% | +38.7% |
| All | +99.4% | +89.7% | +9.7% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling