-15.6%
SPCX vs INCY
+13.9%
-29.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.5% | -8.3% | -1.8% |
| 7D | -6.4% | +5.1% | -11.5% | -4.1% |
| 30D | -20.6% | +7.6% | -28.2% | -17.7% |
| 3M | +8.4% | +1.9% | +6.6% | +10.7% |
| All | -15.6% | +13.9% | -29.5% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling