+49.7%
INCY vs SPY
+322.5%
-272.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -2.1% |
| 7D | -4.2% | -0.8% | -3.4% | -3.7% |
| 30D | +0.6% | -1.1% | +1.6% | +1.3% |
| 3M | +12.6% | +3.9% | +8.8% | +9.3% |
| 6M | +28.3% | +13.6% | +14.7% | +16.6% |
| YTD | +23.0% | +12.7% | +10.3% | +12.5% |
| 1Y | +41.0% | +17.5% | +23.5% | +25.0% |
| 3Y | +88.6% | +76.9% | +11.7% | +22.5% |
| 5Y | +70.8% | +83.6% | -12.8% | +5.9% |
| All | +49.7% | +322.5% | -272.8% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling