+91.4%
INCY vs SPY
+75.5%
+15.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -3.7% | -2.0% | -1.7% | -2.7% |
| 30D | +1.8% | -1.7% | +3.5% | +2.7% |
| 3M | +17.0% | +4.7% | +12.2% | +13.9% |
| 6M | +28.4% | +12.5% | +15.9% | +19.6% |
| YTD | +24.8% | +11.7% | +13.1% | +16.8% |
| 1Y | +42.9% | +17.5% | +25.5% | +30.3% |
| All | +91.4% | +75.5% | +15.9% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling