+22.8%
INCY vs SUNB
+12.2%
+10.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.3% | +7.7% | +4.4% |
| 7D | +5.1% | -2.6% | +7.7% | +5.1% |
| 30D | +7.6% | +4.3% | +3.3% | +7.6% |
| 3M | +1.9% | +0.8% | +1.1% | +1.8% |
| 6M | +26.5% | +9.2% | +17.3% | +25.6% |
| All | +22.8% | +12.2% | +10.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling