+173.9%
XLE vs INCY
+17.7%
+156.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.6% |
| 7D | -0.2% | -0.5% | +0.2% | -0.2% |
| 30D | -4.0% | +9.8% | -13.8% | -5.6% |
| 3M | +4.6% | +1.0% | +3.6% | +4.2% |
| 6M | +12.3% | +21.9% | -9.6% | +7.8% |
| YTD | +44.5% | +23.8% | +20.8% | +37.6% |
| 1Y | +42.4% | +13.0% | +29.4% | +37.7% |
| 3Y | +67.0% | +133.2% | -66.1% | +36.5% |
| 5Y | +161.9% | +87.8% | +74.1% | +122.2% |
| 10Y | +173.9% | +17.0% | +156.9% | +133.0% |
| All | +173.9% | +17.7% | +156.2% | +133.0% |
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