+56.2%
SAP vs INCY
+69.9%
-13.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -0.3% | -2.2% | +1.9% | +0.1% |
| 30D | +0.3% | +3.7% | -3.4% | -0.3% |
| 3M | +16.9% | +22.1% | -5.2% | +13.2% |
| 6M | +6.3% | +29.8% | -23.4% | +1.9% |
| YTD | -12.4% | +27.6% | -40.0% | -16.0% |
| 1Y | -21.6% | +47.2% | -68.8% | -26.8% |
| 3Y | +54.8% | +97.0% | -42.2% | +35.3% |
| 5Y | +56.2% | +73.4% | -17.2% | +39.5% |
| All | +56.2% | +69.9% | -13.7% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling