+533.2%
XYZ vs INCY
+8.6%
+524.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.4% |
| 7D | -1.0% | +1.9% | -2.9% | -1.7% |
| 30D | -1.7% | +5.8% | -7.5% | -3.8% |
| 3M | +16.7% | +25.2% | -8.5% | +6.5% |
| 6M | +26.9% | +28.2% | -1.4% | +14.3% |
| YTD | +27.1% | +28.3% | -1.2% | +14.2% |
| 1Y | +9.3% | +48.3% | -39.1% | -8.0% |
| 3Y | +42.3% | +95.9% | -53.7% | +2.8% |
| 5Y | -69.3% | +66.6% | -135.9% | -76.1% |
| 10Y | +586.8% | +54.5% | +532.3% | +407.8% |
| All | +533.2% | +8.6% | +524.6% | +379.9% |
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