+432.9%
SNXX vs INCY
+23.1%
+409.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +23.1% |
| 7D | +34.9% | +1.9% | +33.0% | +35.7% |
| 30D | +52.5% | +5.8% | +46.7% | +54.8% |
| 3M | -41.3% | +25.2% | -66.5% | -50.1% |
| 6M | +293.8% | +28.2% | +265.6% | +220.2% |
| All | +432.9% | +23.1% | +409.9% | +352.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling