+53.3%
SGI vs INCY
+96.8%
-43.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | +0.6% | -2.2% | +2.8% | +1.1% |
| 30D | +5.5% | +3.7% | +1.9% | +4.7% |
| 3M | -3.6% | +22.1% | -25.7% | -7.6% |
| 6M | -15.0% | +29.8% | -44.8% | -19.7% |
| YTD | -23.0% | +27.6% | -50.6% | -27.3% |
| 1Y | -18.4% | +47.2% | -65.6% | -25.2% |
| All | +53.3% | +96.8% | -43.4% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling