+2,233.8%
SAP vs INCY
+2,001.6%
+232.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | +9.0% | +5.8% | +3.2% | +7.9% |
| 3M | +14.9% | +25.2% | -10.3% | +10.3% |
| 6M | +11.9% | +28.2% | -16.3% | +6.7% |
| YTD | -9.9% | +28.3% | -38.2% | -14.2% |
| 1Y | -19.5% | +48.3% | -67.9% | -25.4% |
| 3Y | +61.8% | +95.9% | -34.1% | +40.4% |
| 5Y | +56.2% | +66.6% | -10.4% | +38.4% |
| 10Y | +180.6% | +54.5% | +126.1% | +140.1% |
| All | +2,233.8% | +2,001.6% | +232.2% | +615.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling