+44.2%
XLU vs INCY
+69.3%
-25.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -1.6% | -4.2% | +2.6% | -1.2% |
| 30D | -3.3% | +0.6% | -3.9% | -3.4% |
| 3M | -3.2% | +12.6% | -15.8% | -4.5% |
| 6M | -7.0% | +28.3% | -35.3% | -9.6% |
| YTD | +0.6% | +23.0% | -22.4% | -2.1% |
| 1Y | +2.4% | +41.0% | -38.5% | -2.1% |
| 3Y | +46.3% | +88.6% | -42.3% | +32.7% |
| All | +44.2% | +69.3% | -25.1% | +30.4% |
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