+4,031.5%
INCY vs SPXS
-100.0%
+4,131.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +1.8% |
| 7D | -2.2% | +1.2% | -3.4% | -1.7% |
| 30D | +3.7% | +5.2% | -1.5% | +5.7% |
| 3M | +22.1% | -9.2% | +31.2% | +18.2% |
| 6M | +29.8% | -29.6% | +59.4% | +15.4% |
| YTD | +27.6% | -27.6% | +55.2% | +15.3% |
| 1Y | +47.2% | -36.7% | +83.9% | +27.4% |
| 3Y | +97.0% | -79.8% | +176.8% | +20.3% |
| 5Y | +73.4% | -85.9% | +159.2% | +5.3% |
| 10Y | +59.2% | -99.5% | +158.8% | -70.7% |
| All | +4,031.5% | -100.0% | +4,131.5% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling