+1,837.5%
SNDK vs INCY
+41.2%
+1,796.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.9% |
| 7D | -6.1% | -4.2% | -2.0% | -4.6% |
| 30D | +21.5% | +0.6% | +20.9% | +20.9% |
| 3M | -13.2% | +12.6% | -25.8% | -22.8% |
| 6M | +149.2% | +28.3% | +120.9% | +93.3% |
| YTD | +588.1% | +23.0% | +565.1% | +455.8% |
| 1Y | +1,837.5% | +41.0% | +1,796.6% | +1,300.3% |
| All | +1,837.5% | +41.2% | +1,796.3% | +1,300.3% |
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