-78.3%
SNAP vs INCY
-6.5%
-71.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.7% |
| 7D | -5.0% | -2.2% | -2.8% | -4.2% |
| 30D | -0.7% | +3.7% | -4.4% | -2.1% |
| 3M | -5.0% | +22.1% | -27.1% | -12.1% |
| 6M | +3.5% | +29.8% | -26.3% | -6.5% |
| YTD | -34.2% | +27.6% | -61.8% | -40.4% |
| 1Y | -27.1% | +47.2% | -74.3% | -38.0% |
| 3Y | -43.5% | +97.0% | -140.4% | -58.4% |
| 5Y | -92.9% | +73.4% | -166.2% | -94.4% |
| All | -78.3% | -6.5% | -71.9% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling