+577.6%
XYZ vs INCY
+4.5%
+573.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.9% |
| 7D | +14.9% | +1.5% | +13.4% | +14.5% |
| 30D | +14.7% | +8.1% | +6.6% | +11.5% |
| 3M | +12.1% | +1.1% | +11.0% | +11.5% |
| 6M | +18.3% | +23.7% | -5.4% | +8.0% |
| YTD | +36.1% | +23.4% | +12.6% | +24.0% |
| 1Y | +35.3% | +15.0% | +20.3% | +26.3% |
| 3Y | +73.5% | +132.1% | -58.6% | +16.4% |
| 5Y | -61.6% | +83.2% | -144.8% | -71.0% |
| 10Y | +638.0% | +17.1% | +620.9% | +486.7% |
| All | +577.6% | +4.5% | +573.1% | +420.9% |
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