+28.4%
XLY vs INCY
+69.3%
-40.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -1.7% | -4.2% | +2.5% | -0.8% |
| 30D | -4.2% | +0.6% | -4.8% | -4.4% |
| 3M | -2.7% | +12.6% | -15.3% | -5.5% |
| 6M | -0.6% | +28.3% | -29.0% | -6.4% |
| YTD | -5.0% | +23.0% | -28.0% | -10.1% |
| 1Y | -4.1% | +41.0% | -45.1% | -12.3% |
| 3Y | +33.6% | +88.6% | -55.0% | +11.0% |
| All | +28.4% | +69.3% | -40.9% | +9.4% |
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