-91.0%
SNDQ vs INCY
+27.5%
-118.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.5% | +10.8% | +10.0% |
| 7D | +66.1% | +5.1% | +61.0% | +58.7% |
| 30D | +122.5% | +7.6% | +114.9% | +106.6% |
| 3M | +11.6% | +1.9% | +9.7% | +7.6% |
| 6M | -82.2% | +26.5% | -108.6% | -80.6% |
| All | -91.0% | +27.5% | -118.5% | -89.9% |
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