+45.6%
XEL vs INCY
+89.7%
-44.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -0.3% | -4.2% | +3.9% | +0.1% |
| 30D | -3.9% | +0.6% | -4.5% | -4.0% |
| 3M | -2.8% | +12.6% | -15.5% | -4.2% |
| 6M | -5.4% | +28.3% | -33.7% | -8.1% |
| YTD | +3.8% | +23.0% | -19.2% | +0.9% |
| 1Y | +6.8% | +41.0% | -34.1% | +2.0% |
| 3Y | +45.6% | +88.6% | -43.0% | +26.7% |
| All | +45.6% | +89.7% | -44.1% | +26.7% |
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