+67.7%
INCY vs SPXS
-86.0%
+153.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.9% |
| 7D | -4.2% | +2.5% | -6.7% | -3.7% |
| 30D | +0.6% | +4.2% | -3.6% | +1.4% |
| 3M | +12.6% | -9.3% | +22.0% | +10.9% |
| 6M | +28.3% | -30.7% | +59.0% | +20.9% |
| YTD | +23.0% | -28.1% | +51.0% | +17.0% |
| 1Y | +41.0% | -35.1% | +76.0% | +32.2% |
| 3Y | +88.6% | -79.6% | +168.2% | +51.7% |
| All | +67.7% | -86.0% | +153.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling