+15.3%
INCY vs SUI
+123.0%
-107.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +1.1% | -1.5% | +2.6% | +1.5% |
| 30D | +8.4% | +3.7% | +4.7% | +7.3% |
| 3M | +0.4% | -0.4% | +0.8% | +0.3% |
| 6M | +22.4% | -2.8% | +25.2% | +23.1% |
| YTD | +22.5% | -1.6% | +24.1% | +22.6% |
| 1Y | +14.8% | -2.1% | +16.8% | +15.1% |
| 3Y | +127.7% | +18.5% | +109.2% | +114.4% |
| 5Y | +84.4% | -26.5% | +110.9% | +94.9% |
| All | +15.3% | +123.0% | -107.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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