+64.7%
XLC vs INCY
+132.2%
-67.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +3.7% | +1.1% | +2.6% | +3.6% |
| 30D | -1.9% | +8.4% | -10.3% | -2.7% |
| 3M | -3.1% | +0.4% | -3.5% | -3.2% |
| 6M | -6.4% | +22.4% | -28.8% | -8.4% |
| YTD | -6.8% | +22.5% | -29.3% | -9.2% |
| 1Y | -1.7% | +14.8% | -16.5% | -3.5% |
| 3Y | +64.7% | +127.7% | -63.0% | +50.4% |
| All | +64.7% | +132.2% | -67.5% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling