-13.6%
SOUN vs INCY
+68.6%
-82.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | -4.4% | -2.2% | -2.2% | -3.2% |
| 30D | -13.1% | +3.7% | -16.8% | -15.2% |
| 3M | -7.7% | +22.1% | -29.8% | -19.9% |
| 6M | -21.2% | +29.8% | -50.9% | -34.9% |
| YTD | -35.0% | +27.6% | -62.6% | -45.6% |
| 1Y | -56.4% | +47.2% | -103.6% | -67.5% |
| 3Y | +181.7% | +97.0% | +84.8% | +56.7% |
| All | -13.6% | +68.6% | -82.2% | -46.4% |
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 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