-79.4%
SNAP vs INCY
-9.5%
-69.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.1% |
| 7D | -7.3% | +1.5% | -8.9% | -7.7% |
| 30D | -18.9% | +8.1% | -27.0% | -21.2% |
| 3M | -5.3% | +1.1% | -6.4% | -6.0% |
| 6M | -16.9% | +23.7% | -40.6% | -23.9% |
| YTD | -37.4% | +23.4% | -60.8% | -42.8% |
| 1Y | -38.5% | +15.0% | -53.5% | -42.5% |
| 3Y | -55.1% | +132.1% | -187.2% | -69.1% |
| 5Y | -90.8% | +83.2% | -174.0% | -92.9% |
| All | -79.4% | -9.5% | -69.9% | -82.9% |
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