+230.9%
SPOT vs INCY
+92.5%
+138.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.3% |
| 7D | -6.9% | -3.7% | -3.2% | -6.9% |
| 30D | +4.1% | +1.8% | +2.3% | +4.2% |
| 3M | +3.7% | +17.0% | -13.3% | +4.4% |
| 6M | -1.6% | +28.4% | -30.0% | -0.4% |
| YTD | -10.2% | +24.8% | -35.0% | -9.5% |
| 1Y | -25.9% | +42.9% | -68.8% | -25.5% |
| All | +230.9% | +92.5% | +138.4% | +219.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling