+173.5%
SNDK vs INCY
+26.4%
+147.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -4.8% |
| 7D | +8.8% | -3.7% | +12.5% | +7.4% |
| 30D | +33.2% | +1.8% | +31.3% | +34.1% |
| 3M | +3.0% | +17.0% | -14.0% | +1.9% |
| 6M | +173.5% | +28.4% | +145.1% | +151.2% |
| All | +173.5% | +26.4% | +147.1% | +151.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling