+2,439.3%
SAP vs INCY
+1,917.8%
+521.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -3.9% | +3.1% | -7.0% | -4.4% |
| 30D | +6.5% | +12.0% | -5.5% | +4.4% |
| 3M | +14.7% | +0.8% | +13.9% | +14.3% |
| 6M | +39.9% | +22.8% | +17.2% | +34.4% |
| YTD | -2.0% | +23.2% | -25.2% | -6.1% |
| 1Y | -6.0% | +12.4% | -18.4% | -8.6% |
| 3Y | +67.7% | +132.1% | -64.4% | +41.3% |
| 5Y | +78.8% | +85.5% | -6.7% | +55.7% |
| 10Y | +229.3% | +16.4% | +212.8% | +196.2% |
| All | +2,439.3% | +1,917.8% | +521.5% | +683.1% |
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