+156.0%
STT vs INCY
+69.5%
+86.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -1.4% | -3.7% | +2.3% | -0.6% |
| 30D | +2.2% | +1.8% | +0.4% | +1.7% |
| 3M | +18.8% | +17.0% | +1.8% | +14.0% |
| 6M | +57.9% | +28.4% | +29.5% | +47.8% |
| YTD | +51.0% | +24.8% | +26.2% | +41.9% |
| 1Y | +77.1% | +42.9% | +34.2% | +60.3% |
| 3Y | +199.8% | +92.7% | +107.2% | +145.1% |
| 5Y | +156.0% | +73.3% | +82.6% | +116.6% |
| All | +156.0% | +69.5% | +86.4% | +116.6% |
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