+1,455.3%
XLK vs INCY
+554.2%
+901.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | -0.4% | -3.7% | +3.3% | +0.2% |
| 30D | -0.5% | +1.8% | -2.3% | -0.8% |
| 3M | +5.0% | +17.0% | -12.0% | +2.1% |
| 6M | +32.9% | +28.4% | +4.5% | +27.1% |
| YTD | +29.0% | +24.8% | +4.2% | +23.8% |
| 1Y | +37.8% | +42.9% | -5.1% | +29.2% |
| 3Y | +118.7% | +92.7% | +26.0% | +93.0% |
| 5Y | +145.6% | +73.3% | +72.2% | +119.2% |
| 10Y | +791.5% | +55.8% | +735.7% | +682.5% |
| All | +1,455.3% | +554.2% | +901.1% | +696.6% |
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