+49.7%
INCY vs SHAK
+87.2%
-37.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -1.8% |
| 7D | -4.2% | -8.3% | +4.1% | -3.3% |
| 30D | +0.6% | -12.6% | +13.2% | +2.0% |
| 3M | +12.6% | +9.1% | +3.5% | +11.1% |
| 6M | +28.3% | -31.2% | +59.6% | +32.3% |
| YTD | +23.0% | -21.6% | +44.6% | +24.7% |
| 1Y | +41.0% | -38.8% | +79.7% | +46.7% |
| 3Y | +88.6% | +0.6% | +88.0% | +81.3% |
| 5Y | +70.8% | -22.5% | +93.3% | +63.8% |
| All | +49.7% | +87.2% | -37.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling