+153.1%
SO vs INCY
+54.2%
+98.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -1.1% | -4.2% | +3.1% | -0.7% |
| 30D | -5.0% | +0.6% | -5.6% | -5.1% |
| 3M | -5.8% | +12.6% | -18.4% | -6.8% |
| 6M | -7.9% | +28.3% | -36.3% | -10.0% |
| YTD | +2.4% | +23.0% | -20.6% | +0.3% |
| 1Y | -2.3% | +41.0% | -43.2% | -5.6% |
| 3Y | +41.9% | +88.6% | -46.7% | +32.3% |
| 5Y | +58.1% | +70.8% | -12.7% | +47.9% |
| All | +153.1% | +54.2% | +98.9% | +136.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling