+1,111.5%
XLI vs INCY
+560.2%
+551.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | +1.0% | -0.5% | +1.5% | +1.0% |
| 30D | -5.8% | +3.2% | -9.0% | -6.2% |
| 3M | +0.7% | +23.6% | -22.9% | -1.9% |
| 6M | +3.2% | +29.7% | -26.5% | -0.1% |
| YTD | +13.0% | +25.9% | -12.9% | +9.6% |
| 1Y | +16.8% | +43.7% | -26.9% | +11.4% |
| 3Y | +72.4% | +94.4% | -22.0% | +57.3% |
| 5Y | +82.8% | +68.0% | +14.8% | +68.7% |
| 10Y | +252.4% | +52.5% | +199.9% | +219.1% |
| All | +1,111.5% | +560.2% | +551.4% | +665.0% |
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