+167.9%
XHB vs INCY
+2,233.5%
-2,065.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -1.9% | -2.2% | +0.3% | -1.4% |
| 30D | -8.3% | +3.7% | -12.0% | -9.2% |
| 3M | -7.1% | +22.1% | -29.2% | -12.2% |
| 6M | -5.3% | +29.8% | -35.0% | -12.0% |
| YTD | -3.2% | +27.6% | -30.8% | -10.0% |
| 1Y | -13.9% | +47.2% | -61.1% | -23.2% |
| 3Y | +24.9% | +97.0% | -72.0% | +0.7% |
| 5Y | +34.5% | +73.4% | -38.8% | +10.9% |
| 10Y | +215.5% | +59.2% | +156.2% | +144.4% |
| All | +167.9% | +2,233.5% | -2,065.7% | -36.4% |
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