+163.4%
XOP vs INCY
+69.5%
+93.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | +1.6% | -3.7% | +5.3% | +2.1% |
| 30D | +9.6% | +1.8% | +7.8% | +9.3% |
| 3M | +16.9% | +17.0% | 0.0% | +14.2% |
| 6M | +24.0% | +28.4% | -4.4% | +19.4% |
| YTD | +56.2% | +24.8% | +31.4% | +50.5% |
| 1Y | +51.8% | +42.9% | +8.9% | +42.4% |
| 3Y | +37.0% | +92.7% | -55.7% | +19.2% |
| 5Y | +163.4% | +73.3% | +90.0% | +132.9% |
| All | +163.4% | +69.5% | +93.9% | +132.9% |
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