+8,434.7%
SHOP vs INCY
+17.0%
+8,417.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | -5.1% | +1.9% | -7.0% | -5.8% |
| 30D | +0.6% | +5.8% | -5.2% | -1.5% |
| 3M | +25.0% | +25.2% | -0.2% | +15.2% |
| 6M | +11.9% | +28.2% | -16.3% | +1.9% |
| YTD | -9.9% | +28.3% | -38.2% | -18.6% |
| 1Y | 0.0% | +48.3% | -48.4% | -14.7% |
| 3Y | +117.5% | +95.9% | +21.6% | +61.4% |
| 5Y | -6.6% | +66.6% | -73.2% | -26.0% |
| 10Y | +3,320.3% | +54.5% | +3,265.8% | +2,531.6% |
| All | +8,434.7% | +17.0% | +8,417.7% | +6,227.3% |
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