-4.9%
SHOP vs INCY
+20.6%
-25.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.5% | +2.9% | +6.7% |
| 7D | -9.0% | +5.1% | -14.1% | -9.6% |
| 30D | -4.4% | +7.6% | -12.1% | -5.4% |
| 3M | +24.1% | +1.9% | +22.2% | +24.0% |
| 6M | +20.0% | +26.5% | -6.5% | +17.6% |
| YTD | -4.9% | +24.4% | -29.3% | -9.9% |
| 1Y | -4.9% | +19.4% | -24.3% | -7.1% |
| All | -4.9% | +20.6% | -25.5% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling