+115.3%
SPOT vs INCY
+69.3%
+46.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.0% |
| 7D | -3.1% | -4.2% | +1.1% | -2.4% |
| 30D | +7.4% | +0.6% | +6.8% | +7.2% |
| 3M | +8.2% | +12.6% | -4.5% | +6.0% |
| 6M | +2.2% | +28.3% | -26.1% | -2.1% |
| YTD | -9.5% | +23.0% | -32.4% | -13.5% |
| 1Y | -23.8% | +41.0% | -64.8% | -29.9% |
| 3Y | +233.5% | +88.6% | +144.9% | +173.2% |
| All | +115.3% | +69.3% | +46.0% | +88.1% |
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