+3,722.9%
STT vs INCY
+6,660.0%
-2,937.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +0.5% | +1.9% | -1.4% | +0.2% |
| 30D | +3.9% | +5.8% | -1.9% | +2.9% |
| 3M | +20.0% | +25.2% | -5.2% | +15.6% |
| 6M | +55.3% | +28.2% | +27.1% | +49.0% |
| YTD | +53.3% | +28.3% | +25.0% | +46.9% |
| 1Y | +74.7% | +48.3% | +26.3% | +63.4% |
| 3Y | +205.8% | +95.9% | +109.9% | +171.4% |
| 5Y | +145.0% | +66.6% | +78.4% | +121.5% |
| 10Y | +266.0% | +54.5% | +211.5% | +221.9% |
| All | +3,722.9% | +6,660.0% | -2,937.1% | +1,632.3% |
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 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