+64.3%
XLF vs INCY
+69.3%
-5.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.9% |
| 7D | -1.5% | -4.2% | +2.7% | -0.7% |
| 30D | -1.2% | +0.6% | -1.7% | -1.3% |
| 3M | +9.2% | +12.6% | -3.5% | +6.5% |
| 6M | +16.3% | +28.3% | -12.0% | +10.6% |
| YTD | +5.4% | +23.0% | -17.5% | +0.8% |
| 1Y | +7.6% | +41.0% | -33.4% | -0.1% |
| 3Y | +74.2% | +88.6% | -14.4% | +50.0% |
| All | +64.3% | +69.3% | -5.0% | +43.3% |
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