+32.1%
SNOW vs INCY
+34.3%
-2.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +1.5% | +3.2% | -1.7% | +0.4% |
| 3M | +39.5% | +23.6% | +15.9% | +29.6% |
| 6M | +85.9% | +29.7% | +56.2% | +69.2% |
| YTD | +52.9% | +25.9% | +27.0% | +40.0% |
| 1Y | +48.1% | +43.7% | +4.4% | +28.8% |
| 3Y | +102.2% | +94.4% | +7.7% | +49.2% |
| 5Y | +5.5% | +68.0% | -62.5% | -16.7% |
| All | +32.1% | +34.3% | -2.2% | +10.0% |
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