+84.9%
SPG vs INCY
+86.9%
-2.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.1% | +3.1% | 0.0% | +2.3% |
| 30D | +16.4% | +12.0% | +4.4% | +13.1% |
| 3M | +7.1% | +0.8% | +6.3% | +6.6% |
| 6M | +16.1% | +22.8% | -6.7% | +9.7% |
| YTD | +30.4% | +23.2% | +7.2% | +22.5% |
| 1Y | +33.0% | +12.4% | +20.6% | +27.7% |
| 3Y | +134.6% | +132.1% | +2.6% | +73.4% |
| 5Y | +84.9% | +85.5% | -0.6% | +50.1% |
| All | +84.9% | +86.9% | -2.0% | +50.1% |
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