+15.4%
SOFI vs INCY
+69.3%
-53.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -4.9% | -4.2% | -0.8% | -3.6% |
| 30D | -3.5% | +0.6% | -4.0% | -3.6% |
| 3M | +3.9% | +12.6% | -8.8% | -0.8% |
| 6M | -6.5% | +28.3% | -34.9% | -15.4% |
| YTD | -33.8% | +23.0% | -56.8% | -39.7% |
| 1Y | -33.3% | +41.0% | -74.2% | -42.7% |
| 3Y | +94.6% | +88.6% | +6.0% | +41.6% |
| All | +15.4% | +69.3% | -53.9% | -16.7% |
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