+208.9%
XHB vs INCY
+54.2%
+154.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -4.6% | -4.2% | -0.5% | -3.7% |
| 30D | -9.1% | +0.6% | -9.7% | -9.3% |
| 3M | -8.6% | +12.6% | -21.2% | -11.2% |
| 6M | -4.0% | +28.3% | -32.3% | -9.6% |
| YTD | -3.9% | +23.0% | -26.9% | -9.0% |
| 1Y | -16.5% | +41.0% | -57.4% | -23.5% |
| 3Y | +22.6% | +88.6% | -66.0% | +2.9% |
| 5Y | +33.9% | +70.8% | -36.9% | +14.2% |
| All | +208.9% | +54.2% | +154.7% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling