+889.2%
XLV vs INCY
+544.6%
+344.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -3.6% | -4.2% | +0.6% | -3.1% |
| 30D | -1.8% | +0.6% | -2.4% | -1.9% |
| 3M | +7.8% | +12.6% | -4.9% | +6.3% |
| 6M | +9.1% | +28.3% | -19.2% | +6.0% |
| YTD | +7.7% | +23.0% | -15.2% | +5.1% |
| 1Y | +20.4% | +41.0% | -20.5% | +15.6% |
| 3Y | +30.8% | +88.6% | -57.8% | +20.6% |
| 5Y | +34.6% | +70.8% | -36.2% | +24.9% |
| 10Y | +173.4% | +53.5% | +119.9% | +150.8% |
| All | +889.2% | +544.6% | +344.6% | +533.9% |
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 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