-15.6%
XYL vs INCY
+69.5%
-85.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -1.2% | -3.7% | +2.4% | -0.6% |
| 30D | -13.2% | +1.8% | -15.0% | -13.5% |
| 3M | -0.2% | +17.0% | -17.1% | -3.2% |
| 6M | -12.5% | +28.4% | -40.9% | -16.9% |
| YTD | -20.9% | +24.8% | -45.7% | -24.3% |
| 1Y | -21.6% | +42.9% | -64.5% | -26.9% |
| 3Y | +16.1% | +92.7% | -76.5% | -0.2% |
| 5Y | -15.6% | +73.3% | -89.0% | -26.4% |
| All | -15.6% | +69.5% | -85.1% | -26.4% |
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