+6,660.0%
INCY vs SPY
+2,874.2%
+3,785.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.7% |
| 30D | +5.8% | +0.1% | +5.7% | +5.7% |
| 3M | +25.2% | +2.0% | +23.2% | +21.1% |
| 6M | +28.2% | +13.0% | +15.2% | +8.8% |
| YTD | +28.3% | +13.5% | +14.8% | +8.2% |
| 1Y | +48.3% | +20.0% | +28.4% | +16.4% |
| 3Y | +95.9% | +77.2% | +18.7% | -10.6% |
| 5Y | +66.6% | +81.9% | -15.3% | -30.8% |
| 10Y | +54.5% | +314.1% | -259.5% | -81.4% |
| All | +6,660.0% | +2,874.2% | +3,785.8% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling