+6,620.5%
INCY vs SONY
+544.4%
+6,076.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -2.2% | -4.9% | +2.7% | -0.2% |
| 30D | +3.7% | -1.6% | +5.3% | +4.1% |
| 3M | +22.1% | +10.0% | +12.1% | +16.8% |
| 6M | +29.8% | +8.4% | +21.4% | +24.1% |
| YTD | +27.6% | -8.4% | +36.0% | +30.2% |
| 1Y | +47.2% | -18.4% | +65.6% | +56.6% |
| 3Y | +97.0% | +41.0% | +56.0% | +61.6% |
| 5Y | +73.4% | +9.3% | +64.1% | +52.9% |
| 10Y | +59.2% | +281.7% | -222.5% | -24.4% |
| All | +6,620.5% | +544.4% | +6,076.1% | +3,381.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling