+44.0%
XLP vs INCY
+83.5%
-39.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +2.5% | +1.1% | +1.4% | +2.4% |
| 30D | +7.3% | +8.4% | -1.1% | +6.3% |
| 3M | +8.1% | +0.4% | +7.7% | +7.9% |
| 6M | +10.5% | +22.4% | -11.9% | +7.9% |
| YTD | +21.2% | +22.5% | -1.3% | +17.9% |
| 1Y | +22.7% | +14.8% | +8.0% | +20.3% |
| 3Y | +44.8% | +127.7% | -82.9% | +27.1% |
| All | +44.0% | +83.5% | -39.4% | +32.0% |
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 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