+3,234.1%
SNPS vs INCY
+6,660.0%
-3,425.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.3% |
| 7D | -11.0% | +1.9% | -12.9% | -11.3% |
| 30D | -1.7% | +5.8% | -7.5% | -2.6% |
| 3M | -20.4% | +25.2% | -45.6% | -23.2% |
| 6M | -8.6% | +28.2% | -36.8% | -12.3% |
| YTD | -16.2% | +28.3% | -44.5% | -19.6% |
| 1Y | -34.6% | +48.3% | -82.9% | -38.8% |
| 3Y | -14.5% | +95.9% | -110.4% | -24.2% |
| 5Y | +17.0% | +66.6% | -49.6% | +5.8% |
| 10Y | +560.0% | +54.5% | +505.5% | +485.3% |
| All | +3,234.1% | +6,660.0% | -3,425.9% | +995.5% |
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