+455.3%
SN vs INCY
+93.3%
+362.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.1% | +2.5% |
| 7D | +7.6% | +1.5% | +6.1% | +7.2% |
| 30D | +24.1% | +8.1% | +16.0% | +21.6% |
| 3M | +23.7% | +1.1% | +22.6% | +23.0% |
| 6M | +105.5% | +23.7% | +81.9% | +93.6% |
| YTD | +105.1% | +23.4% | +81.7% | +92.4% |
| 1Y | +148.3% | +15.0% | +133.3% | +136.4% |
| 3Y | +438.7% | +132.1% | +306.6% | +311.8% |
| All | +455.3% | +93.3% | +362.1% | +397.3% |
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 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