+67.2%
SGI vs INCY
+132.2%
-65.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -5.3% | +1.1% | -6.4% | -5.5% |
| 30D | -2.1% | +8.4% | -10.5% | -3.6% |
| 3M | -8.2% | +0.4% | -8.5% | -8.3% |
| 6M | -4.6% | +22.4% | -27.0% | -8.4% |
| YTD | -31.5% | +22.5% | -53.9% | -34.5% |
| 1Y | -30.8% | +14.8% | -45.6% | -33.3% |
| 3Y | +67.2% | +127.7% | -60.5% | +39.0% |
| All | +67.2% | +132.2% | -65.0% | +39.0% |
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