+73.3%
INCY vs SSNC
+14.9%
+58.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | -3.7% | -6.7% | +3.1% | -1.4% |
| 30D | +1.8% | -0.8% | +2.6% | +2.0% |
| 3M | +17.0% | +16.1% | +0.9% | +11.0% |
| 6M | +28.4% | +7.9% | +20.4% | +24.6% |
| YTD | +24.8% | -8.7% | +33.5% | +27.9% |
| 1Y | +42.9% | -9.5% | +52.4% | +46.8% |
| 3Y | +92.7% | +47.7% | +45.0% | +68.2% |
| 5Y | +73.3% | +17.6% | +55.7% | +59.4% |
| All | +73.3% | +14.9% | +58.4% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling