+1,112.5%
SCHG vs INCY
+1,237.1%
-124.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | 0.0% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | -2.2% | +1.8% | -4.0% | -2.6% |
| 3M | +6.2% | +17.0% | -10.8% | +2.5% |
| 6M | +13.4% | +28.4% | -15.0% | +7.3% |
| YTD | +7.1% | +24.8% | -17.7% | +1.7% |
| 1Y | +12.5% | +42.9% | -30.4% | +3.7% |
| 3Y | +86.2% | +92.7% | -6.5% | +58.6% |
| 5Y | +83.9% | +73.3% | +10.6% | +59.1% |
| 10Y | +451.3% | +55.8% | +395.5% | +363.5% |
| All | +1,112.5% | +1,237.1% | -124.6% | +473.9% |
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 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