+804.6%
INCY vs SSNC
+1,021.3%
-216.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | -2.2% | -3.9% | +1.7% | -0.7% |
| 30D | +3.7% | -0.2% | +3.8% | +3.6% |
| 3M | +22.1% | +15.9% | +6.1% | +14.4% |
| 6M | +29.8% | +7.5% | +22.3% | +25.1% |
| YTD | +27.6% | -8.2% | +35.8% | +30.7% |
| 1Y | +47.2% | -9.3% | +56.5% | +51.2% |
| 3Y | +97.0% | +48.5% | +48.5% | +63.3% |
| 5Y | +73.4% | +16.0% | +57.3% | +55.8% |
| 10Y | +59.2% | +169.2% | -109.9% | -12.5% |
| All | +804.6% | +1,021.3% | -216.7% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling