+660.9%
SNPS vs INCY
+15.3%
+645.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +1.1% | +1.1% | -0.1% | +0.8% |
| 30D | -5.2% | +8.4% | -13.6% | -7.2% |
| 3M | +10.6% | +0.4% | +10.2% | +10.0% |
| 6M | -10.6% | +22.4% | -33.0% | -16.2% |
| YTD | -3.1% | +22.5% | -25.6% | -9.4% |
| 1Y | +15.6% | +14.8% | +0.8% | +9.7% |
| 3Y | -12.9% | +127.7% | -140.7% | -33.8% |
| 5Y | +31.2% | +84.4% | -53.2% | +5.6% |
| All | +660.9% | +15.3% | +645.6% | +525.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling