+181.3%
XLE vs INCY
+56.1%
+125.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | +8.5% | +3.7% | +4.9% | +7.8% |
| 3M | +14.6% | +22.1% | -7.4% | +10.3% |
| 6M | +17.6% | +29.8% | -12.2% | +11.6% |
| YTD | +48.1% | +27.6% | +20.5% | +40.5% |
| 1Y | +53.8% | +47.2% | +6.6% | +41.4% |
| 3Y | +56.2% | +97.0% | -40.7% | +32.8% |
| 5Y | +227.7% | +73.4% | +154.4% | +182.9% |
| 10Y | +181.3% | +59.2% | +122.1% | +108.0% |
| All | +181.3% | +56.1% | +125.2% | +108.0% |
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