+73.4%
INCY vs SPY
+81.0%
-7.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | +3.7% | -1.4% | +5.0% | +4.4% |
| 3M | +22.1% | +3.7% | +18.4% | +19.5% |
| 6M | +29.8% | +13.0% | +16.8% | +21.0% |
| YTD | +27.6% | +12.4% | +15.2% | +19.4% |
| 1Y | +47.2% | +18.5% | +28.7% | +33.9% |
| 3Y | +97.0% | +77.6% | +19.3% | +44.5% |
| 5Y | +73.4% | +81.7% | -8.3% | +22.7% |
| All | +73.4% | +81.0% | -7.6% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling