+513.3%
XRT vs INCY
+2,903.6%
-2,390.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +0.8% | +1.9% | -1.1% | +0.4% |
| 30D | -4.2% | +5.8% | -10.0% | -5.4% |
| 3M | +5.1% | +25.2% | -20.1% | -0.2% |
| 6M | +2.4% | +28.2% | -25.8% | -3.4% |
| YTD | +3.2% | +28.3% | -25.1% | -2.9% |
| 1Y | +1.5% | +48.3% | -46.8% | -7.8% |
| 3Y | +40.6% | +95.9% | -55.4% | +18.0% |
| 5Y | -1.0% | +66.6% | -67.6% | -14.4% |
| 10Y | +128.4% | +54.5% | +73.9% | +86.2% |
| All | +513.3% | +2,903.6% | -2,390.2% | +70.8% |
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