+39.3%
XLC vs INCY
+69.5%
-30.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | -1.7% | -3.7% | +2.0% | -1.0% |
| 30D | +0.2% | +1.8% | -1.6% | -0.2% |
| 3M | +0.7% | +17.0% | -16.3% | -2.5% |
| 6M | -4.5% | +28.4% | -32.8% | -9.3% |
| YTD | -4.7% | +24.8% | -29.5% | -9.4% |
| 1Y | -1.5% | +42.9% | -44.4% | -9.4% |
| 3Y | +72.2% | +92.7% | -20.4% | +44.5% |
| 5Y | +39.3% | +73.3% | -34.0% | +20.9% |
| All | +39.3% | +69.5% | -30.2% | +20.9% |
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