+552.8%
XLP vs INCY
+535.0%
+17.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 3M | +6.5% | +1.1% | +5.5% | +6.4% |
| 6M | +8.4% | +19.8% | -11.4% | +7.1% |
| YTD | +18.2% | +21.1% | -2.9% | +16.6% |
| 1Y | +22.4% | +13.7% | +8.7% | +21.1% |
| 3Y | +41.9% | +119.3% | -77.4% | +34.2% |
| 5Y | +40.9% | +76.3% | -35.5% | +34.6% |
| 10Y | +128.4% | +36.6% | +91.7% | +117.6% |
| All | +552.8% | +535.0% | +17.8% | +353.2% |
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