+52.5%
INCY vs SUI
+104.3%
-51.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -0.5% | -3.1% | +2.6% | +0.3% |
| 30D | +3.2% | -2.3% | +5.5% | +3.8% |
| 3M | +23.6% | -2.8% | +26.4% | +24.5% |
| 6M | +29.7% | -12.4% | +42.0% | +34.0% |
| YTD | +25.9% | -3.3% | +29.3% | +26.8% |
| 1Y | +43.7% | -5.8% | +49.5% | +45.6% |
| 3Y | +94.4% | +12.5% | +82.0% | +85.8% |
| 5Y | +68.0% | -32.9% | +100.8% | +81.5% |
| 10Y | +52.5% | +104.4% | -51.9% | +43.4% |
| All | +52.5% | +104.3% | -51.8% | +43.4% |
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