+48.3%
INCY vs SONY
-10.8%
+59.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | +1.9% | -1.2% | +3.1% | +2.0% |
| 30D | +5.8% | +9.4% | -3.6% | +4.6% |
| 3M | +25.2% | +10.5% | +14.7% | +23.2% |
| 6M | +28.2% | +11.7% | +16.5% | +25.3% |
| YTD | +28.3% | -4.1% | +32.4% | +26.6% |
| 1Y | +48.3% | -11.8% | +60.1% | +50.1% |
| All | +48.3% | -10.8% | +59.2% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling