+136.0%
XLC vs INCY
+68.9%
+67.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +3.7% | +1.1% | +2.6% | +3.5% |
| 30D | -1.9% | +8.4% | -10.3% | -3.9% |
| 3M | -3.1% | +0.4% | -3.5% | -3.5% |
| 6M | -6.4% | +22.4% | -28.8% | -11.6% |
| YTD | -6.8% | +22.5% | -29.3% | -12.5% |
| 1Y | -1.7% | +14.8% | -16.5% | -6.3% |
| 3Y | +64.7% | +127.7% | -63.0% | +25.3% |
| 5Y | +41.1% | +84.4% | -43.3% | +14.2% |
| All | +136.0% | +68.9% | +67.1% | +80.7% |
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