-0.3%
SPOT vs INCY
+20.6%
-20.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.1% | +4.6% |
| 7D | +16.6% | +5.1% | +11.5% | +16.6% |
| 30D | +29.9% | +7.6% | +22.3% | +30.1% |
| 3M | +31.3% | +1.9% | +29.4% | +31.0% |
| 6M | +43.2% | +26.5% | +16.7% | +50.5% |
| YTD | +8.1% | +24.4% | -16.3% | +9.7% |
| 1Y | -0.3% | +19.4% | -19.7% | +1.9% |
| All | -0.3% | +20.6% | -20.9% | +1.9% |
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 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