+338.3%
SU vs INCY
+69.3%
+269.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | 0.0% |
| 7D | +2.2% | -4.2% | +6.4% | +2.5% |
| 30D | +8.4% | +0.6% | +7.9% | +8.4% |
| 3M | +12.1% | +12.6% | -0.6% | +10.8% |
| 6M | +19.7% | +28.3% | -8.7% | +16.9% |
| YTD | +58.4% | +23.0% | +35.4% | +55.1% |
| 1Y | +67.2% | +41.0% | +26.3% | +61.1% |
| 3Y | +125.0% | +88.6% | +36.4% | +107.6% |
| All | +338.3% | +69.3% | +269.0% | +303.0% |
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