+75.7%
SAP vs INCY
+86.4%
-10.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.1% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | +7.5% | +9.8% | -2.3% | +5.8% |
| 3M | +11.6% | +1.0% | +10.7% | +11.3% |
| 6M | +37.6% | +21.9% | +15.7% | +33.1% |
| YTD | -2.0% | +23.8% | -25.7% | -5.7% |
| 1Y | -6.4% | +13.0% | -19.4% | -8.6% |
| 3Y | +67.7% | +133.2% | -65.5% | +38.1% |
| 5Y | +75.7% | +87.8% | -12.1% | +55.5% |
| All | +75.7% | +86.4% | -10.7% | +55.5% |
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