+1,865.5%
INCY vs SNY
+241.9%
+1,623.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -4.2% | -3.3% | -0.8% | -2.5% |
| 30D | +0.6% | -2.2% | +2.7% | +1.7% |
| 3M | +12.6% | -3.0% | +15.7% | +14.5% |
| 6M | +28.3% | +2.7% | +25.6% | +26.3% |
| YTD | +23.0% | -6.8% | +29.8% | +26.9% |
| 1Y | +41.0% | -5.3% | +46.2% | +43.8% |
| 3Y | +88.6% | -9.8% | +98.4% | +90.0% |
| 5Y | +70.8% | +9.7% | +61.1% | +49.5% |
| 10Y | +53.5% | +64.5% | -11.0% | +4.5% |
| All | +1,865.5% | +241.9% | +1,623.6% | +774.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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