+604.5%
XYZ vs INCY
+56.1%
+548.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.4% |
| 7D | -3.7% | -2.2% | -1.5% | -2.9% |
| 30D | +0.5% | +3.7% | -3.1% | -1.0% |
| 3M | +16.3% | +22.1% | -5.8% | +6.7% |
| 6M | +21.1% | +29.8% | -8.6% | +8.0% |
| YTD | +22.0% | +27.6% | -5.6% | +9.2% |
| 1Y | +5.2% | +47.2% | -42.1% | -12.0% |
| 3Y | +49.6% | +97.0% | -47.4% | +5.7% |
| 5Y | -68.4% | +73.4% | -141.8% | -76.2% |
| 10Y | +604.5% | +59.2% | +545.3% | +441.1% |
| All | +604.5% | +56.1% | +548.4% | +441.1% |
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