+45.3%
SO vs INCY
+95.0%
-49.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.1% |
| 7D | +1.0% | -0.5% | +1.5% | +1.0% |
| 30D | -3.2% | +3.2% | -6.4% | -3.3% |
| 3M | -1.7% | +23.6% | -25.3% | -2.6% |
| 6M | -7.2% | +29.7% | -36.9% | -8.2% |
| YTD | +4.6% | +25.9% | -21.4% | +3.3% |
| 1Y | +1.2% | +43.7% | -42.5% | -0.9% |
| 3Y | +45.3% | +94.4% | -49.2% | +37.4% |
| All | +45.3% | +95.0% | -49.7% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling