-15.7%
SHOP vs INCY
+69.9%
-85.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.7% | -5.9% |
| 7D | -10.6% | -2.2% | -8.4% | -9.9% |
| 30D | -18.3% | +3.7% | -22.0% | -19.4% |
| 3M | +14.8% | +22.1% | -7.2% | +6.8% |
| 6M | -5.0% | +29.8% | -34.8% | -13.9% |
| YTD | -21.2% | +27.6% | -48.8% | -28.8% |
| 1Y | -11.6% | +47.2% | -58.8% | -25.0% |
| 3Y | +101.2% | +97.0% | +4.3% | +43.5% |
| 5Y | -15.7% | +73.4% | -89.1% | -34.7% |
| All | -15.7% | +69.9% | -85.6% | -34.7% |
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