+79.6%
INCY vs SARO
-22.5%
+102.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -4.2% | -3.1% | -1.1% | -3.7% |
| 30D | +0.6% | -12.2% | +12.8% | +2.5% |
| 3M | +12.6% | -7.4% | +20.0% | +13.6% |
| 6M | +28.3% | -15.3% | +43.6% | +30.7% |
| YTD | +23.0% | -16.2% | +39.2% | +25.5% |
| 1Y | +41.0% | -12.1% | +53.1% | +42.8% |
| All | +79.6% | -22.5% | +102.1% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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