+309.7%
SN vs INCY
+99.8%
+209.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.6% |
| 7D | -3.4% | -2.2% | -1.2% | -2.9% |
| 30D | -9.1% | +3.7% | -12.7% | -10.0% |
| 3M | +31.8% | +22.1% | +9.7% | +24.8% |
| 6M | +52.0% | +29.8% | +22.3% | +41.5% |
| YTD | +51.3% | +27.6% | +23.7% | +40.9% |
| 1Y | +46.9% | +47.2% | -0.3% | +30.9% |
| 3Y | +394.9% | +97.0% | +298.0% | +343.9% |
| All | +309.7% | +99.8% | +209.9% | +264.2% |
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