+82.5%
XOP vs INCY
+2,903.6%
-2,821.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.6% |
| 7D | +2.6% | +1.9% | +0.7% | +2.0% |
| 30D | +15.4% | +5.8% | +9.6% | +13.7% |
| 3M | +12.1% | +25.2% | -13.1% | +5.0% |
| 6M | +19.7% | +28.2% | -8.5% | +10.9% |
| YTD | +52.4% | +28.3% | +24.1% | +40.6% |
| 1Y | +47.6% | +48.3% | -0.8% | +30.4% |
| 3Y | +34.4% | +95.9% | -61.6% | +7.0% |
| 5Y | +154.4% | +66.6% | +87.8% | +108.9% |
| 10Y | +54.7% | +54.5% | +0.1% | +20.9% |
| All | +82.5% | +2,903.6% | -2,821.0% | -55.6% |
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