-26.3%
SKHY vs INCY
-0.4%
-25.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -3.9% | -9.5% | -14.7% |
| 7D | -23.6% | +1.0% | -24.6% | -22.6% |
| 30D | -32.1% | +4.7% | -36.8% | -30.1% |
| 3M | -18.0% | -1.5% | -16.5% | -16.2% |
| All | -26.3% | -0.4% | -25.8% | -23.1% |
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 · Available span rolling