+192.9%
XOM vs INCY
+54.2%
+138.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.6% |
| 7D | +4.1% | -4.2% | +8.3% | +4.6% |
| 30D | +4.6% | +0.6% | +4.0% | +4.5% |
| 3M | +14.0% | +12.6% | +1.3% | +12.0% |
| 6M | +11.0% | +28.3% | -17.4% | +6.9% |
| YTD | +40.7% | +23.0% | +17.7% | +36.0% |
| 1Y | +52.3% | +41.0% | +11.3% | +44.0% |
| 3Y | +60.5% | +88.6% | -28.1% | +43.0% |
| 5Y | +266.4% | +70.8% | +195.6% | +229.1% |
| All | +192.9% | +54.2% | +138.7% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling