+31.8%
XHB vs INCY
+69.5%
-37.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.9% |
| 7D | -5.2% | -3.7% | -1.6% | -4.5% |
| 30D | -12.1% | +1.8% | -14.0% | -12.5% |
| 3M | -6.2% | +17.0% | -23.2% | -9.7% |
| 6M | -6.7% | +28.4% | -35.1% | -12.1% |
| YTD | -5.5% | +24.8% | -30.3% | -10.8% |
| 1Y | -15.6% | +42.9% | -58.6% | -23.3% |
| 3Y | +22.0% | +92.7% | -70.7% | +0.6% |
| 5Y | +31.8% | +73.3% | -41.5% | +11.2% |
| All | +31.8% | +69.5% | -37.7% | +11.2% |
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