+254.8%
SPOT vs INCY
+53.6%
+201.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | +8.3% | +3.2% | +5.1% | +7.5% |
| 3M | +5.1% | +23.6% | -18.5% | +0.2% |
| 6M | -6.5% | +29.7% | -36.1% | -12.0% |
| YTD | -9.0% | +25.9% | -34.9% | -14.5% |
| 1Y | -26.4% | +43.7% | -70.1% | -33.5% |
| 3Y | +240.0% | +94.4% | +145.6% | +173.6% |
| 5Y | +111.7% | +68.0% | +43.8% | +78.5% |
| All | +254.8% | +53.6% | +201.2% | +182.4% |
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