+412.9%
XLF vs INCY
+568.7%
-155.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -1.0% | -2.2% | +1.1% | -0.7% |
| 30D | -1.3% | +3.7% | -5.0% | -1.8% |
| 3M | +9.1% | +22.1% | -12.9% | +5.9% |
| 6M | +14.4% | +29.8% | -15.4% | +9.8% |
| YTD | +5.1% | +27.6% | -22.5% | +1.0% |
| 1Y | +8.6% | +47.2% | -38.6% | +2.1% |
| 3Y | +74.4% | +97.0% | -22.5% | +55.5% |
| 5Y | +64.4% | +73.4% | -9.0% | +48.2% |
| 10Y | +251.6% | +59.2% | +192.3% | +208.5% |
| All | +412.9% | +568.7% | -155.8% | +178.7% |
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