+368.8%
SNXX vs INCY
+17.9%
+350.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.6% | -7.4% |
| 7D | -12.0% | -4.2% | -7.9% | -13.0% |
| 30D | +37.9% | +0.6% | +37.4% | +38.1% |
| 3M | -52.7% | +12.6% | -65.3% | -56.3% |
| 6M | +194.8% | +28.3% | +166.5% | +123.2% |
| All | +368.8% | +17.9% | +350.8% | +293.5% |
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