+3,490.0%
INCY vs SPXU
-100.0%
+3,590.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.8% |
| 7D | -2.2% | +1.3% | -3.5% | -1.8% |
| 30D | +3.7% | +5.1% | -1.4% | +5.5% |
| 3M | +22.1% | -9.1% | +31.2% | +18.6% |
| 6M | +29.8% | -29.6% | +59.4% | +16.8% |
| YTD | +27.6% | -27.7% | +55.3% | +16.5% |
| 1Y | +47.2% | -37.0% | +84.2% | +29.2% |
| 3Y | +97.0% | -80.2% | +177.1% | +25.8% |
| 5Y | +73.4% | -86.0% | +159.4% | +11.0% |
| 10Y | +59.2% | -99.5% | +158.8% | -66.0% |
| All | +3,490.0% | -100.0% | +3,590.0% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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