+103.1%
STT vs INCY
+83.5%
+19.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +4.8% | +1.1% | +3.7% | +4.5% |
| 30D | +3.9% | +8.4% | -4.5% | +2.0% |
| 3M | -8.2% | +0.4% | -8.5% | -8.5% |
| 6M | +15.6% | +22.4% | -6.8% | +9.0% |
| YTD | +37.6% | +22.5% | +15.2% | +29.1% |
| 1Y | +50.1% | +14.8% | +35.4% | +43.1% |
| 3Y | +183.1% | +127.7% | +55.3% | +112.1% |
| All | +103.1% | +83.5% | +19.6% | +69.8% |
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