+49.7%
INCY vs SSNC
+173.6%
-123.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | -4.2% | -4.0% | -0.1% | -2.9% |
| 30D | +0.6% | +0.5% | +0.1% | +0.3% |
| 3M | +12.6% | +18.9% | -6.3% | +6.0% |
| 6M | +28.3% | +10.8% | +17.5% | +23.4% |
| YTD | +23.0% | -7.1% | +30.1% | +25.0% |
| 1Y | +41.0% | -9.6% | +50.6% | +44.4% |
| 3Y | +88.6% | +51.1% | +37.5% | +62.2% |
| 5Y | +70.8% | +19.7% | +51.1% | +55.8% |
| All | +49.7% | +173.6% | -123.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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