+150.2%
XLE vs INCY
+82.2%
+68.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -7.9% | +1.5% | -9.4% | -8.0% |
| 30D | -4.8% | +8.1% | -12.9% | -5.5% |
| 3M | +8.4% | +1.1% | +7.3% | +8.2% |
| 6M | +12.7% | +23.7% | -11.0% | +9.8% |
| YTD | +41.3% | +23.4% | +17.9% | +37.2% |
| 1Y | +42.3% | +15.0% | +27.3% | +39.4% |
| 3Y | +65.1% | +132.1% | -67.0% | +40.4% |
| 5Y | +150.2% | +83.2% | +67.0% | +126.2% |
| All | +150.2% | +82.2% | +68.0% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling