+93.8%
SNOW vs INCY
+92.5%
+1.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | -7.5% | -3.7% | -3.8% | -7.1% |
| 30D | -1.3% | +1.8% | -3.1% | -1.6% |
| 3M | +37.4% | +17.0% | +20.5% | +34.4% |
| 6M | +88.1% | +28.4% | +59.7% | +81.3% |
| YTD | +50.3% | +24.8% | +25.5% | +45.4% |
| 1Y | +46.0% | +42.9% | +3.1% | +38.3% |
| All | +93.8% | +92.5% | +1.2% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling