+414.4%
SPYG vs INCY
+54.2%
+360.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -0.9% | -4.2% | +3.3% | 0.0% |
| 30D | -1.5% | +0.6% | -2.1% | -1.7% |
| 3M | +3.7% | +12.6% | -8.9% | +0.5% |
| 6M | +16.4% | +28.3% | -11.9% | +9.3% |
| YTD | +13.3% | +23.0% | -9.6% | +7.2% |
| 1Y | +17.9% | +41.0% | -23.1% | +7.7% |
| 3Y | +98.3% | +88.6% | +9.8% | +65.3% |
| 5Y | +86.4% | +70.8% | +15.6% | +58.0% |
| All | +414.4% | +54.2% | +360.2% | +321.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling