+148.7%
XLK vs INCY
+69.3%
+79.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +0.2% | -4.2% | +4.4% | +1.0% |
| 30D | -0.6% | +0.6% | -1.2% | -0.8% |
| 3M | +2.6% | +12.6% | -10.1% | -0.3% |
| 6M | +34.0% | +28.3% | +5.6% | +26.5% |
| YTD | +30.7% | +23.0% | +7.7% | +24.2% |
| 1Y | +39.2% | +41.0% | -1.8% | +28.0% |
| 3Y | +120.4% | +88.6% | +31.8% | +85.3% |
| All | +148.7% | +69.3% | +79.4% | +113.4% |
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