+179.2%
XLE vs INCY
+15.3%
+163.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +5.4% | +1.1% | +4.3% | +5.2% |
| 30D | -3.9% | +8.4% | -12.4% | -5.3% |
| 3M | +7.0% | +0.4% | +6.6% | +6.7% |
| 6M | +14.2% | +22.4% | -8.2% | +9.5% |
| YTD | +48.2% | +22.5% | +25.7% | +41.3% |
| 1Y | +47.7% | +14.8% | +32.9% | +42.4% |
| 3Y | +70.0% | +127.7% | -57.7% | +39.5% |
| 5Y | +169.1% | +84.4% | +84.8% | +129.1% |
| All | +179.2% | +15.3% | +163.8% | +137.9% |
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 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