+2,684.0%
SNDK vs INCY
+45.3%
+2,638.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.0% | +12.9% | +12.3% |
| 7D | +17.2% | +1.9% | +15.3% | +16.2% |
| 30D | +28.8% | +5.8% | +23.0% | +25.7% |
| 3M | -1.1% | +25.2% | -26.3% | -19.0% |
| 6M | +190.5% | +28.2% | +162.2% | +131.9% |
| YTD | +633.0% | +28.3% | +604.7% | +481.2% |
| 1Y | +2,684.0% | +48.3% | +2,635.7% | +1,827.0% |
| All | +2,684.0% | +45.3% | +2,638.7% | +1,827.0% |
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