+135.9%
SHOP vs INCY
+132.2%
+3.7%
-46.7%
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% | +0.3% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | -14.7% | +8.4% | -23.2% | -15.7% |
| 3M | -7.2% | +0.4% | -7.6% | -7.3% |
| 6M | +54.2% | +22.4% | +31.8% | +49.7% |
| YTD | -8.6% | +22.5% | -31.1% | -12.0% |
| 1Y | +0.5% | +14.8% | -14.2% | -2.1% |
| 3Y | +135.9% | +127.7% | +8.2% | +111.5% |
| All | +135.9% | +132.2% | +3.7% | +111.5% |
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