-18.5%
SPGI vs INCY
+45.9%
-64.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -2.8% |
| 7D | -3.1% | -2.2% | -0.9% | -2.7% |
| 30D | +2.0% | +3.7% | -1.6% | +1.2% |
| 3M | +4.3% | +22.1% | -17.7% | -0.9% |
| 6M | -0.2% | +29.8% | -30.0% | -7.0% |
| YTD | -14.8% | +27.6% | -42.4% | -19.0% |
| 1Y | -18.5% | +47.2% | -65.8% | -25.0% |
| All | -18.5% | +45.9% | -64.4% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling