+1,872.3%
SGI vs INCY
+1,944.4%
-72.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +8.5% | +1.9% | +6.6% | +8.0% |
| 30D | +0.7% | +5.8% | -5.1% | -0.9% |
| 3M | +0.6% | +25.2% | -24.6% | -5.8% |
| 6M | -17.9% | +28.2% | -46.2% | -23.6% |
| YTD | -21.2% | +28.3% | -49.5% | -26.9% |
| 1Y | -18.9% | +48.3% | -67.2% | -28.0% |
| 3Y | +52.6% | +95.9% | -43.3% | +22.5% |
| 5Y | +60.7% | +66.6% | -5.9% | +33.8% |
| 10Y | +278.1% | +54.5% | +223.6% | +198.8% |
| All | +1,872.3% | +1,944.4% | -72.1% | +437.9% |
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