+81.8%
XLI vs INCY
+69.3%
+12.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.3% |
| 7D | -1.7% | -4.2% | +2.5% | -1.0% |
| 30D | -7.3% | +0.6% | -7.8% | -7.4% |
| 3M | -1.3% | +12.6% | -14.0% | -3.5% |
| 6M | +2.2% | +28.3% | -26.1% | -2.2% |
| YTD | +11.7% | +23.0% | -11.3% | +7.3% |
| 1Y | +14.3% | +41.0% | -26.7% | +7.0% |
| 3Y | +70.3% | +88.6% | -18.2% | +49.1% |
| All | +81.8% | +69.3% | +12.6% | +60.7% |
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 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