+16.0%
SPGI vs INCY
+86.4%
-70.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | 0.0% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +15.3% | +9.8% | +5.5% | +13.1% |
| 3M | +16.5% | +1.0% | +15.5% | +16.0% |
| 6M | +19.8% | +21.9% | -2.0% | +14.2% |
| YTD | -3.2% | +23.8% | -27.0% | -8.0% |
| 1Y | +1.8% | +13.0% | -11.3% | -1.6% |
| 3Y | +30.6% | +133.2% | -102.6% | +3.7% |
| 5Y | +16.0% | +87.8% | -71.8% | -3.2% |
| All | +16.0% | +86.4% | -70.4% | -3.2% |
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