+9,596.0%
SPGI vs INCY
+6,660.0%
+2,936.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +0.1% | +1.9% | -1.8% | -0.1% |
| 30D | +8.4% | +5.8% | +2.6% | +7.7% |
| 3M | +11.8% | +25.2% | -13.4% | +9.0% |
| 6M | +5.7% | +28.2% | -22.5% | +2.6% |
| YTD | -9.7% | +28.3% | -38.0% | -12.3% |
| 1Y | -12.5% | +48.3% | -60.8% | -16.4% |
| 3Y | +21.8% | +95.9% | -74.1% | +11.9% |
| 5Y | +8.2% | +66.6% | -58.4% | +0.7% |
| 10Y | +309.5% | +54.5% | +255.0% | +275.3% |
| All | +9,596.0% | +6,660.0% | +2,936.0% | +5,589.6% |
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