+282.6%
SPGI vs INCY
+56.5%
+226.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | -8.9% | -3.7% | -5.2% | -8.2% |
| 30D | +0.6% | +1.8% | -1.2% | +0.2% |
| 3M | +2.0% | +17.0% | -15.0% | -1.9% |
| 6M | +0.1% | +28.4% | -28.3% | -5.9% |
| YTD | -16.4% | +24.8% | -41.2% | -20.9% |
| 1Y | -18.9% | +42.9% | -61.9% | -25.7% |
| 3Y | +13.8% | +92.7% | -78.9% | -4.7% |
| 5Y | +0.5% | +73.3% | -72.8% | -14.5% |
| All | +282.6% | +56.5% | +226.1% | +215.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling