+225.7%
XLE vs INCY
+67.2%
+158.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +12.6% | +3.2% | +9.5% | +12.3% |
| 3M | +11.8% | +23.6% | -11.8% | +9.3% |
| 6M | +16.1% | +29.7% | -13.6% | +12.7% |
| YTD | +46.9% | +25.9% | +20.9% | +42.7% |
| 1Y | +53.3% | +43.7% | +9.5% | +45.9% |
| 3Y | +54.9% | +94.4% | -39.5% | +39.1% |
| 5Y | +225.7% | +68.0% | +157.7% | +194.8% |
| All | +225.7% | +67.2% | +158.5% | +194.8% |
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 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