+88.6%
INCY vs SONY
+42.2%
+46.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -4.2% | -2.7% | -1.5% | -3.7% |
| 30D | +0.6% | +1.5% | -0.9% | +0.2% |
| 3M | +12.6% | +13.0% | -0.4% | +9.9% |
| 6M | +28.3% | +11.2% | +17.1% | +25.0% |
| YTD | +23.0% | -6.6% | +29.6% | +23.8% |
| 1Y | +41.0% | -18.1% | +59.1% | +45.4% |
| 3Y | +88.6% | +42.1% | +46.5% | +69.9% |
| All | +88.6% | +42.2% | +46.3% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling