+125.0%
SU vs INCY
+89.7%
+35.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | -0.1% |
| 7D | +2.2% | -4.2% | +6.4% | +2.3% |
| 30D | +8.4% | +0.6% | +7.9% | +8.4% |
| 3M | +12.1% | +12.6% | -0.6% | +11.8% |
| 6M | +19.7% | +28.3% | -8.7% | +19.2% |
| YTD | +58.4% | +23.0% | +35.4% | +57.9% |
| 1Y | +67.2% | +41.0% | +26.3% | +65.9% |
| 3Y | +125.0% | +88.6% | +36.4% | +127.6% |
| All | +125.0% | +89.7% | +35.3% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling