+5,939.2%
SPG vs INCY
+5,385.1%
+554.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.1% | +3.1% | 0.0% | +2.8% |
| 30D | +16.4% | +12.0% | +4.4% | +15.0% |
| 3M | +7.1% | +0.8% | +6.3% | +6.9% |
| 6M | +16.1% | +22.8% | -6.7% | +13.3% |
| YTD | +30.4% | +23.2% | +7.2% | +27.0% |
| 1Y | +33.0% | +12.4% | +20.6% | +30.7% |
| 3Y | +134.6% | +132.1% | +2.6% | +111.3% |
| 5Y | +84.9% | +85.5% | -0.6% | +70.3% |
| 10Y | +114.9% | +16.4% | +98.5% | +101.2% |
| All | +5,939.2% | +5,385.1% | +554.2% | +3,350.8% |
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