+538.9%
XRT vs INCY
+2,766.6%
-2,227.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | +7.5% | +8.4% | -0.9% | +5.6% |
| 3M | +2.2% | +0.4% | +1.8% | +2.0% |
| 6M | +14.7% | +22.4% | -7.8% | +9.2% |
| YTD | +7.5% | +22.5% | -15.0% | +2.1% |
| 1Y | +14.1% | +14.8% | -0.6% | +9.8% |
| 3Y | +58.8% | +127.7% | -69.0% | +29.0% |
| 5Y | -3.9% | +84.4% | -88.3% | -18.6% |
| 10Y | +137.7% | +15.7% | +121.9% | +107.2% |
| All | +538.9% | +2,766.6% | -2,227.7% | +79.6% |
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