+142.5%
XLC vs INCY
+77.0%
+65.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.8% | +1.9% | -2.8% | -1.3% |
| 30D | +1.0% | +5.8% | -4.8% | -0.4% |
| 3M | -0.7% | +25.2% | -25.9% | -6.4% |
| 6M | -5.1% | +28.2% | -33.4% | -11.4% |
| YTD | -4.3% | +28.3% | -32.6% | -11.0% |
| 1Y | -0.6% | +48.3% | -48.9% | -11.4% |
| 3Y | +72.7% | +95.9% | -23.2% | +38.4% |
| 5Y | +38.0% | +66.6% | -28.6% | +15.2% |
| All | +142.5% | +77.0% | +65.5% | +83.9% |
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 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