+55.0%
XOP vs INCY
+54.2%
+0.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +2.6% | -4.2% | +6.8% | +3.6% |
| 30D | +9.6% | +0.6% | +9.0% | +9.4% |
| 3M | +20.4% | +12.6% | +7.7% | +16.5% |
| 6M | +19.9% | +28.3% | -8.4% | +11.9% |
| YTD | +56.4% | +23.0% | +33.4% | +46.8% |
| 1Y | +52.4% | +41.0% | +11.5% | +37.6% |
| 3Y | +39.9% | +88.6% | -48.7% | +13.5% |
| 5Y | +163.7% | +70.8% | +92.9% | +116.9% |
| All | +55.0% | +54.2% | +0.8% | +8.5% |
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 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