+3,220.2%
SO vs INCY
+6,390.7%
-3,170.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.9% | +3.1% | -4.1% | -1.1% |
| 30D | +4.9% | +12.0% | -7.1% | +4.5% |
| 3M | +0.8% | +0.8% | 0.0% | +0.7% |
| 6M | +0.6% | +22.8% | -22.2% | -0.3% |
| YTD | +8.7% | +23.2% | -14.6% | +7.6% |
| 1Y | +4.0% | +12.4% | -8.5% | +3.3% |
| 3Y | +50.6% | +132.1% | -81.5% | +44.9% |
| 5Y | +77.5% | +85.5% | -8.0% | +72.0% |
| 10Y | +192.0% | +16.4% | +175.5% | +184.5% |
| All | +3,220.2% | +6,390.7% | -3,170.5% | +2,368.6% |
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 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