+584.9%
XYZ vs INCY
+15.3%
+569.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -1.1% | +1.1% | -2.2% | -1.5% |
| 30D | +11.5% | +8.4% | +3.1% | +8.0% |
| 3M | +1.8% | +0.4% | +1.4% | +1.5% |
| 6M | +21.2% | +22.4% | -1.2% | +10.2% |
| YTD | +29.9% | +22.5% | +7.5% | +17.7% |
| 1Y | +35.8% | +14.8% | +21.0% | +25.9% |
| 3Y | +62.6% | +127.7% | -65.1% | +4.8% |
| 5Y | -62.8% | +84.4% | -147.2% | -72.8% |
| All | +584.9% | +15.3% | +569.5% | +436.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling