+319.5%
SN vs INCY
+101.0%
+218.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -9.3% | +1.9% | -11.2% | -9.8% |
| 30D | -4.8% | +5.8% | -10.6% | -6.2% |
| 3M | +40.4% | +25.2% | +15.2% | +32.2% |
| 6M | +50.9% | +28.2% | +22.7% | +40.9% |
| YTD | +54.9% | +28.3% | +26.6% | +44.1% |
| 1Y | +43.0% | +48.3% | -5.3% | +27.3% |
| 3Y | +391.8% | +95.9% | +295.9% | +348.4% |
| All | +319.5% | +101.0% | +218.6% | +272.5% |
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