+554.0%
XYZ vs INCY
+2.6%
+551.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | +12.1% | -0.6% | +12.8% | +12.6% |
| 30D | +12.4% | +5.5% | +6.9% | +10.2% |
| 3M | +8.2% | +1.1% | +7.1% | +7.6% |
| 6M | +20.7% | +19.8% | +0.9% | +11.5% |
| YTD | +31.3% | +21.1% | +10.2% | +20.5% |
| 1Y | +20.5% | +13.7% | +6.8% | +12.9% |
| 3Y | +72.6% | +119.3% | -46.6% | +18.6% |
| 5Y | -64.0% | +76.3% | -140.3% | -72.4% |
| 10Y | +601.8% | +36.6% | +565.2% | +440.5% |
| All | +554.0% | +2.6% | +551.5% | +406.3% |
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