-14.6%
SNPS vs INCY
+95.0%
-109.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | -5.8% | +3.2% | -8.9% | -6.2% |
| 3M | -17.2% | +23.6% | -40.8% | -20.0% |
| 6M | -10.4% | +29.7% | -40.0% | -14.2% |
| YTD | -16.5% | +25.9% | -42.5% | -19.7% |
| 1Y | -35.6% | +43.7% | -79.4% | -39.7% |
| 3Y | -14.6% | +94.4% | -109.1% | -29.6% |
| All | -14.6% | +95.0% | -109.6% | -29.6% |
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