+158.8%
XLB vs INCY
+56.5%
+102.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.8% |
| 7D | -3.5% | -3.7% | +0.2% | -2.9% |
| 30D | -4.7% | +1.8% | -6.5% | -5.0% |
| 3M | +2.7% | +17.0% | -14.3% | -0.4% |
| 6M | +2.6% | +28.4% | -25.8% | -2.4% |
| YTD | +12.8% | +24.8% | -12.0% | +7.6% |
| 1Y | +14.0% | +42.9% | -29.0% | +5.7% |
| 3Y | +31.5% | +92.7% | -61.2% | +13.2% |
| 5Y | +33.4% | +73.3% | -39.9% | +16.3% |
| All | +158.8% | +56.5% | +102.3% | +111.8% |
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