-20.7%
SNAP vs INCY
+20.6%
-41.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.5% | +1.4% | +5.0% |
| 7D | -0.7% | +5.1% | -5.8% | -1.7% |
| 30D | +5.5% | +7.6% | -2.1% | +3.9% |
| 3M | +2.2% | +1.9% | +0.4% | +1.9% |
| 6M | -4.1% | +26.5% | -30.5% | -9.8% |
| YTD | -26.6% | +24.4% | -51.0% | -31.4% |
| 1Y | -20.7% | +19.4% | -40.1% | -25.6% |
| All | -20.7% | +20.6% | -41.4% | -25.6% |
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