+255.6%
XOM vs INCY
+71.8%
+183.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | +1.9% | -3.7% | +5.5% | +2.1% |
| 30D | +4.1% | +1.8% | +2.2% | +3.9% |
| 3M | +10.4% | +17.0% | -6.6% | +8.9% |
| 6M | +13.0% | +28.4% | -15.4% | +10.5% |
| YTD | +40.1% | +24.8% | +15.2% | +37.0% |
| 1Y | +51.1% | +42.9% | +8.2% | +45.1% |
| 3Y | +57.7% | +92.7% | -35.0% | +43.8% |
| All | +255.6% | +71.8% | +183.8% | +227.0% |
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 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