+81.7%
SPY vs INCY
+69.9%
+11.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.4% | -2.2% | +1.8% | 0.0% |
| 30D | -1.4% | +3.7% | -5.0% | -2.0% |
| 3M | +3.7% | +22.1% | -18.4% | -0.2% |
| 6M | +13.0% | +29.8% | -16.8% | +7.3% |
| YTD | +12.4% | +27.6% | -15.2% | +6.8% |
| 1Y | +18.5% | +47.2% | -28.7% | +9.2% |
| 3Y | +77.6% | +97.0% | -19.3% | +50.9% |
| 5Y | +81.7% | +73.4% | +8.3% | +57.3% |
| All | +81.7% | +69.9% | +11.8% | +57.3% |
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 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