-77.7%
SNAP vs INCY
-5.9%
-71.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.7% |
| 7D | +0.7% | +1.9% | -1.2% | 0.0% |
| 30D | +2.6% | +5.8% | -3.2% | +0.5% |
| 3M | -9.9% | +25.2% | -35.1% | -17.4% |
| 6M | +1.9% | +28.2% | -26.3% | -7.5% |
| YTD | -32.2% | +28.3% | -60.5% | -38.8% |
| 1Y | -22.8% | +48.3% | -71.2% | -34.6% |
| 3Y | -47.6% | +95.9% | -143.5% | -61.3% |
| 5Y | -92.7% | +66.6% | -159.3% | -94.2% |
| All | -77.7% | -5.9% | -71.8% | -81.7% |
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