+99.8%
INCY vs SUI
+13.6%
+86.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +1.9% | -2.8% | +4.7% | +2.7% |
| 30D | +5.8% | -1.2% | +7.0% | +6.1% |
| 3M | +25.2% | -1.7% | +26.9% | +25.8% |
| 6M | +28.2% | -10.5% | +38.7% | +31.4% |
| YTD | +28.3% | -1.8% | +30.2% | +28.8% |
| 1Y | +48.3% | -4.1% | +52.4% | +49.6% |
| All | +99.8% | +13.6% | +86.2% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling