+820.5%
XLB vs INCY
+572.6%
+247.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | -1.4% | +1.9% | -3.3% | -1.6% |
| 30D | -0.4% | +5.8% | -6.2% | -1.0% |
| 3M | +2.0% | +25.2% | -23.2% | -0.6% |
| 6M | +1.8% | +28.2% | -26.4% | -1.0% |
| YTD | +16.6% | +28.3% | -11.7% | +13.1% |
| 1Y | +16.9% | +48.3% | -31.4% | +11.6% |
| 3Y | +32.6% | +95.9% | -63.4% | +21.8% |
| 5Y | +35.6% | +66.6% | -30.9% | +26.2% |
| 10Y | +160.0% | +54.5% | +105.5% | +137.2% |
| All | +820.5% | +572.6% | +247.9% | +522.4% |
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