+5,005.1%
INCY vs SUI
+4,109.4%
+895.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +2.2% |
| 7D | -0.6% | +6.2% | -6.8% | -3.8% |
| 30D | +5.5% | +8.6% | -3.1% | +0.7% |
| 3M | +1.1% | +1.0% | +0.1% | +0.1% |
| 6M | +19.8% | -2.6% | +22.4% | +21.0% |
| YTD | +21.1% | -0.1% | +21.3% | +20.1% |
| 1Y | +13.7% | +0.5% | +13.3% | +12.5% |
| 3Y | +119.3% | +15.3% | +104.0% | +94.2% |
| 5Y | +76.3% | -26.1% | +102.5% | +91.5% |
| 10Y | +36.6% | +117.8% | -81.2% | -31.4% |
| All | +5,005.1% | +4,109.4% | +895.6% | +452.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling