+41.4%
SGI vs INCY
+83.5%
-42.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -5.3% | +1.1% | -6.4% | -5.6% |
| 30D | -2.1% | +8.4% | -10.5% | -4.3% |
| 3M | -8.2% | +0.4% | -8.5% | -8.4% |
| 6M | -4.6% | +22.4% | -27.0% | -10.6% |
| YTD | -31.5% | +22.5% | -53.9% | -36.2% |
| 1Y | -30.8% | +14.8% | -45.6% | -34.4% |
| 3Y | +67.2% | +127.7% | -60.5% | +17.5% |
| All | +41.4% | +83.5% | -42.1% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling