+4,437.1%
SNDK vs INCY
+75.3%
+4,361.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.9% |
| 7D | -6.1% | -4.2% | -2.0% | -4.4% |
| 30D | +21.5% | +0.6% | +20.9% | +20.9% |
| 3M | -13.2% | +12.6% | -25.8% | -21.8% |
| 6M | +149.2% | +28.3% | +120.9% | +103.2% |
| YTD | +588.1% | +23.0% | +565.1% | +482.6% |
| 1Y | +1,837.5% | +41.0% | +1,796.6% | +1,434.8% |
| All | +4,437.1% | +75.3% | +4,361.8% | +2,888.8% |
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