+13.5%
SPY vs INCY
+12.8%
+0.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +2.6% | +1.1% | +1.5% | +2.5% |
| 30D | -2.0% | +8.4% | -10.4% | -2.4% |
| 3M | -2.8% | +0.4% | -3.2% | -2.7% |
| 6M | +2.1% | +22.4% | -20.3% | 0.0% |
| YTD | +11.5% | +22.5% | -11.0% | +8.5% |
| 1Y | +13.5% | +14.8% | -1.3% | +11.3% |
| All | +13.5% | +12.8% | +0.7% | +11.3% |
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