+5,922.7%
SPG vs INCY
+5,352.2%
+570.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +2.0% | +1.1% | +0.9% | +1.9% |
| 30D | +17.2% | +8.4% | +8.8% | +16.2% |
| 3M | +6.3% | +0.4% | +5.9% | +6.2% |
| 6M | +18.7% | +22.4% | -3.7% | +15.9% |
| YTD | +30.1% | +22.5% | +7.6% | +26.8% |
| 1Y | +32.8% | +14.8% | +18.0% | +30.2% |
| 3Y | +133.6% | +127.7% | +5.8% | +110.8% |
| 5Y | +84.4% | +84.4% | 0.0% | +70.0% |
| 10Y | +114.3% | +15.7% | +98.6% | +100.8% |
| All | +5,922.7% | +5,352.2% | +570.5% | +3,343.7% |
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 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