+1,106.7%
XLY vs INCY
+544.6%
+562.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -1.7% | -4.2% | +2.5% | -1.2% |
| 30D | -4.2% | +0.6% | -4.8% | -4.3% |
| 3M | -2.7% | +12.6% | -15.3% | -4.3% |
| 6M | -0.6% | +28.3% | -29.0% | -3.8% |
| YTD | -5.0% | +23.0% | -28.0% | -7.7% |
| 1Y | -4.1% | +41.0% | -45.1% | -8.5% |
| 3Y | +33.6% | +88.6% | -55.0% | +22.0% |
| 5Y | +28.7% | +70.8% | -42.1% | +18.5% |
| 10Y | +219.6% | +53.5% | +166.1% | +189.4% |
| All | +1,106.7% | +544.6% | +562.1% | +609.5% |
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