+88.6%
INCY vs SCCO
+177.0%
-88.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -4.2% | -2.7% | -1.5% | -4.0% |
| 30D | +0.6% | -0.7% | +1.3% | +0.6% |
| 3M | +12.6% | +8.1% | +4.6% | +11.8% |
| 6M | +28.3% | +4.1% | +24.2% | +27.0% |
| YTD | +23.0% | +41.1% | -18.1% | +18.2% |
| 1Y | +41.0% | +95.6% | -54.6% | +31.4% |
| 3Y | +88.6% | +179.3% | -90.7% | +63.6% |
| All | +88.6% | +177.0% | -88.5% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 3y: compounded portfolio wealth divided by compounded SCCO 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…
3y analysis · Full analysis span regression · 6 months rolling