+35.0%
XLB vs INCY
+69.9%
-34.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -2.9% | -2.2% | -0.8% | -2.6% |
| 30D | -3.4% | +3.7% | -7.0% | -4.0% |
| 3M | +1.6% | +22.1% | -20.5% | -2.1% |
| 6M | +3.6% | +29.8% | -26.1% | -1.4% |
| YTD | +14.2% | +27.6% | -13.3% | +8.7% |
| 1Y | +15.6% | +47.2% | -31.6% | +6.7% |
| 3Y | +33.1% | +97.0% | -63.8% | +13.8% |
| 5Y | +35.0% | +73.4% | -38.3% | +16.9% |
| All | +35.0% | +69.9% | -34.8% | +16.9% |
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