+3,331.4%
STT vs INCY
+6,351.7%
-3,020.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +4.8% | +1.1% | +3.7% | +4.6% |
| 30D | +3.9% | +8.4% | -4.5% | +2.6% |
| 3M | -8.2% | +0.4% | -8.5% | -8.4% |
| 6M | +15.6% | +22.4% | -6.8% | +11.6% |
| YTD | +37.6% | +22.5% | +15.2% | +32.6% |
| 1Y | +50.1% | +14.8% | +35.4% | +45.9% |
| 3Y | +183.1% | +127.7% | +55.3% | +145.4% |
| 5Y | +104.8% | +84.4% | +20.5% | +82.7% |
| 10Y | +201.9% | +15.7% | +186.1% | +176.8% |
| All | +3,331.4% | +6,351.7% | -3,020.3% | +1,463.7% |
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