+2,808.9%
XOM vs INCY
+6,620.5%
-3,811.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | +3.4% | +3.7% | -0.2% | +3.2% |
| 3M | +11.0% | +22.1% | -11.1% | +9.3% |
| 6M | +10.6% | +29.8% | -19.2% | +8.3% |
| YTD | +39.2% | +27.6% | +11.6% | +36.3% |
| 1Y | +52.7% | +47.2% | +5.5% | +47.8% |
| 3Y | +56.8% | +97.0% | -40.2% | +47.4% |
| 5Y | +261.8% | +73.4% | +188.4% | +242.3% |
| 10Y | +191.3% | +59.2% | +132.1% | +171.9% |
| All | +2,808.9% | +6,620.5% | -3,811.7% | +1,705.5% |
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