+32.0%
XEL vs INCY
+69.3%
-37.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -0.3% | -4.2% | +3.9% | +0.2% |
| 30D | -3.9% | +0.6% | -4.5% | -4.0% |
| 3M | -2.8% | +12.6% | -15.5% | -4.4% |
| 6M | -5.4% | +28.3% | -33.7% | -8.4% |
| YTD | +3.8% | +23.0% | -19.2% | +0.6% |
| 1Y | +6.8% | +41.0% | -34.1% | +1.5% |
| 3Y | +45.6% | +88.6% | -43.0% | +30.8% |
| All | +32.0% | +69.3% | -37.3% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling