+1,024.7%
XLE vs INCY
+572.6%
+452.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +2.2% | +1.9% | +0.3% | +2.0% |
| 30D | +11.8% | +5.8% | +6.0% | +11.1% |
| 3M | +9.8% | +25.2% | -15.4% | +7.0% |
| 6M | +15.6% | +28.2% | -12.6% | +12.1% |
| YTD | +45.3% | +28.3% | +16.9% | +40.7% |
| 1Y | +48.3% | +48.3% | 0.0% | +41.2% |
| 3Y | +55.4% | +95.9% | -40.5% | +42.1% |
| 5Y | +216.1% | +66.6% | +149.5% | +192.6% |
| 10Y | +178.4% | +54.5% | +123.9% | +153.3% |
| All | +1,024.7% | +572.6% | +452.1% | +596.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling