+1,462.7%
XEL vs INCY
+6,620.5%
-5,157.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +0.9% | -2.2% | +3.1% | +1.0% |
| 30D | -0.9% | +3.7% | -4.6% | -1.1% |
| 3M | -1.4% | +22.1% | -23.5% | -2.7% |
| 6M | -5.8% | +29.8% | -35.6% | -7.5% |
| YTD | +4.7% | +27.6% | -22.9% | +2.9% |
| 1Y | +9.1% | +47.2% | -38.2% | +6.1% |
| 3Y | +47.8% | +97.0% | -49.1% | +40.6% |
| 5Y | +29.0% | +73.4% | -44.3% | +23.2% |
| 10Y | +154.0% | +59.2% | +94.8% | +139.2% |
| All | +1,462.7% | +6,620.5% | -5,157.8% | +901.5% |
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