+1,805.4%
INCY vs SCCO
+33,085.5%
-31,280.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -4.2% | -2.7% | -1.5% | -3.5% |
| 30D | +0.6% | -0.7% | +1.3% | +0.4% |
| 3M | +12.6% | +8.1% | +4.6% | +8.5% |
| 6M | +28.3% | +4.1% | +24.2% | +23.1% |
| YTD | +23.0% | +41.1% | -18.1% | +5.2% |
| 1Y | +41.0% | +95.6% | -54.6% | +7.1% |
| 3Y | +88.6% | +179.3% | -90.7% | +20.3% |
| 5Y | +70.8% | +308.3% | -237.5% | -9.4% |
| 10Y | +53.5% | +1,090.2% | -1,036.7% | -50.4% |
| All | +1,805.4% | +33,085.5% | -31,280.1% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling