+102.9%
XLP vs INCY
+51.3%
+51.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -1.4% | -0.5% | -1.0% | -1.4% |
| 30D | -1.3% | +3.2% | -4.5% | -1.7% |
| 3M | +1.8% | +23.6% | -21.8% | -0.7% |
| 6M | -0.8% | +29.7% | -30.5% | -3.9% |
| YTD | +9.5% | +25.9% | -16.4% | +6.3% |
| 1Y | +7.2% | +43.7% | -36.5% | +2.2% |
| 3Y | +27.1% | +94.4% | -67.3% | +15.7% |
| 5Y | +32.0% | +68.0% | -35.9% | +21.5% |
| 10Y | +102.9% | +52.5% | +50.4% | +74.9% |
| All | +102.9% | +51.3% | +51.6% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling