-3.3%
XRT vs INCY
+69.9%
-73.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -2.4% | -2.2% | -0.2% | -1.9% |
| 30D | -6.9% | +3.7% | -10.6% | -7.9% |
| 3M | -0.4% | +22.1% | -22.5% | -5.8% |
| 6M | +2.2% | +29.8% | -27.5% | -5.1% |
| YTD | -0.7% | +27.6% | -28.3% | -7.7% |
| 1Y | -2.0% | +47.2% | -49.2% | -12.9% |
| 3Y | +41.0% | +97.0% | -55.9% | +11.4% |
| 5Y | -3.3% | +73.4% | -76.7% | -21.7% |
| All | -3.3% | +69.9% | -73.2% | -21.7% |
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