+148.0%
SN vs INCY
+12.8%
+135.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | +1.5% | +1.1% | +0.4% | +1.3% |
| 30D | +21.5% | +8.4% | +13.1% | +19.3% |
| 3M | +20.0% | +0.4% | +19.7% | +19.6% |
| 6M | +119.9% | +22.4% | +97.5% | +108.5% |
| YTD | +102.3% | +22.5% | +79.8% | +89.1% |
| 1Y | +148.0% | +14.8% | +133.2% | +130.8% |
| All | +148.0% | +12.8% | +135.2% | +130.8% |
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