+47.7%
XLE vs INCY
+12.8%
+34.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +0.9% |
| 7D | +5.4% | +1.1% | +4.3% | +5.5% |
| 30D | -3.9% | +8.4% | -12.4% | -3.0% |
| 3M | +7.0% | +0.4% | +6.6% | +7.4% |
| 6M | +14.2% | +22.4% | -8.2% | +16.6% |
| YTD | +48.2% | +22.5% | +25.7% | +51.1% |
| 1Y | +47.7% | +14.8% | +32.9% | +50.8% |
| All | +47.7% | +12.8% | +34.9% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling