+906.3%
XBI vs INCY
+2,149.4%
-1,243.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -4.6% | -4.2% | -0.5% | -3.2% |
| 30D | -2.0% | +0.6% | -2.6% | -2.2% |
| 3M | +17.8% | +12.6% | +5.1% | +12.5% |
| 6M | +23.7% | +28.3% | -4.6% | +12.8% |
| YTD | +28.2% | +23.0% | +5.2% | +18.4% |
| 1Y | +64.0% | +41.0% | +23.0% | +43.4% |
| 3Y | +99.4% | +88.6% | +10.8% | +54.3% |
| 5Y | +19.3% | +70.8% | -51.5% | -4.4% |
| 10Y | +158.7% | +53.5% | +105.2% | +106.7% |
| All | +906.3% | +2,149.4% | -1,243.2% | +217.5% |
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