+57.9%
SO vs INCY
+69.9%
-12.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | -2.5% | +3.7% | -6.2% | -2.8% |
| 3M | -4.2% | +22.1% | -26.2% | -5.8% |
| 6M | -7.7% | +29.8% | -37.4% | -9.7% |
| YTD | +3.8% | +27.6% | -23.8% | +1.4% |
| 1Y | +0.1% | +47.2% | -47.2% | -3.7% |
| 3Y | +44.2% | +97.0% | -52.7% | +33.2% |
| 5Y | +57.9% | +73.4% | -15.5% | +45.6% |
| All | +57.9% | +69.9% | -12.0% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling