+3,812.1%
SNPS vs INCY
+6,421.1%
-2,608.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.2% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -8.0% | +9.8% | -17.8% | -9.4% |
| 3M | +12.5% | +1.0% | +11.5% | +12.0% |
| 6M | -10.5% | +21.9% | -32.4% | -13.6% |
| YTD | -1.6% | +23.8% | -25.4% | -5.4% |
| 1Y | +16.8% | +13.0% | +3.8% | +13.7% |
| 3Y | -10.9% | +133.2% | -144.1% | -23.1% |
| 5Y | +35.8% | +87.8% | -52.0% | +20.7% |
| 10Y | +675.0% | +17.0% | +658.0% | +614.5% |
| All | +3,812.1% | +6,421.1% | -2,608.9% | +1,189.3% |
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