+65.1%
XLE vs INCY
+124.7%
-59.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -7.9% | +1.5% | -9.4% | -7.9% |
| 30D | -4.8% | +8.1% | -12.9% | -5.0% |
| 3M | +8.4% | +1.1% | +7.3% | +8.3% |
| 6M | +12.7% | +23.7% | -11.0% | +11.4% |
| YTD | +41.3% | +23.4% | +17.9% | +39.5% |
| 1Y | +42.3% | +15.0% | +27.3% | +41.3% |
| 3Y | +65.1% | +132.1% | -67.0% | +53.0% |
| All | +65.1% | +124.7% | -59.6% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling