-11.0%
SHOP vs INCY
+43.7%
-54.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.2% |
| 7D | -13.2% | -3.7% | -9.5% | -12.7% |
| 30D | -17.0% | +1.8% | -18.9% | -17.2% |
| 3M | +17.0% | +17.0% | 0.0% | +15.2% |
| 6M | -2.1% | +28.4% | -30.5% | -4.9% |
| YTD | -21.4% | +24.8% | -46.2% | -24.7% |
| 1Y | -11.0% | +42.9% | -53.9% | -17.6% |
| All | -11.0% | +43.7% | -54.7% | -17.6% |
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