-16.5%
SOUN vs INCY
+62.6%
-79.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.5% |
| 7D | -7.1% | -4.2% | -3.0% | -4.8% |
| 30D | -15.4% | +0.6% | -16.0% | -15.9% |
| 3M | -10.6% | +12.6% | -23.2% | -18.4% |
| 6M | -19.6% | +28.3% | -48.0% | -33.4% |
| YTD | -37.2% | +23.0% | -60.2% | -46.3% |
| 1Y | -57.1% | +41.0% | -98.0% | -67.1% |
| 3Y | +178.2% | +88.6% | +89.6% | +59.3% |
| All | -16.5% | +62.6% | -79.1% | -47.1% |
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