+559.2%
SPYG vs INCY
+194.8%
+364.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | -1.7% | +3.7% | -5.4% | -2.3% |
| 3M | +3.6% | +22.1% | -18.4% | 0.0% |
| 6M | +16.6% | +29.8% | -13.2% | +11.3% |
| YTD | +13.4% | +27.6% | -14.2% | +8.3% |
| 1Y | +19.6% | +47.2% | -27.6% | +11.5% |
| 3Y | +99.8% | +97.0% | +2.8% | +75.1% |
| 5Y | +85.0% | +73.4% | +11.6% | +64.6% |
| 10Y | +422.1% | +59.2% | +362.9% | +353.3% |
| All | +559.2% | +194.8% | +364.4% | +246.0% |
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