+229.3%
SAP vs INCY
+17.7%
+211.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.2% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | +7.5% | +9.8% | -2.3% | +5.5% |
| 3M | +11.6% | +1.0% | +10.7% | +11.2% |
| 6M | +37.6% | +21.9% | +15.7% | +32.0% |
| YTD | -2.0% | +23.8% | -25.7% | -6.5% |
| 1Y | -6.4% | +13.0% | -19.4% | -9.3% |
| 3Y | +67.7% | +133.2% | -65.5% | +37.4% |
| 5Y | +75.7% | +87.8% | -12.1% | +50.2% |
| 10Y | +229.3% | +17.0% | +212.3% | +184.9% |
| All | +229.3% | +17.7% | +211.6% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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