+126.7%
XLP vs INCY
+25.1%
+101.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | +0.7% | -0.6% | +1.4% | +0.8% |
| 30D | +10.3% | +5.5% | +4.8% | +9.5% |
| 3M | +6.5% | +1.1% | +5.5% | +6.3% |
| 6M | +8.4% | +19.8% | -11.4% | +5.9% |
| YTD | +18.2% | +21.1% | -2.9% | +15.1% |
| 1Y | +22.4% | +13.7% | +8.7% | +20.0% |
| 3Y | +41.9% | +119.3% | -77.4% | +26.7% |
| 5Y | +40.9% | +76.3% | -35.5% | +28.7% |
| All | +126.7% | +25.1% | +101.7% | +107.8% |
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