+109.3%
SPG vs INCY
+67.7%
+41.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.0% | +1.6% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -4.9% | +3.2% | -8.1% | -5.7% |
| 3M | +3.3% | +23.6% | -20.3% | -1.9% |
| 6M | +11.2% | +29.7% | -18.5% | +4.3% |
| YTD | +17.1% | +25.9% | -8.9% | +10.1% |
| 1Y | +21.6% | +43.7% | -22.1% | +10.4% |
| 3Y | +111.9% | +94.4% | +17.4% | +72.9% |
| All | +109.3% | +67.7% | +41.6% | +75.1% |
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