+250.1%
SYF vs INCY
+54.2%
+195.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -4.9% | -4.2% | -0.8% | -3.9% |
| 30D | -4.3% | +0.6% | -4.9% | -4.5% |
| 3M | +5.5% | +12.6% | -7.1% | +2.0% |
| 6M | +17.5% | +28.3% | -10.8% | +9.7% |
| YTD | -7.8% | +23.0% | -30.8% | -13.2% |
| 1Y | +1.6% | +41.0% | -39.3% | -8.0% |
| 3Y | +154.8% | +88.6% | +66.2% | +110.0% |
| 5Y | +79.5% | +70.8% | +8.7% | +50.3% |
| All | +250.1% | +54.2% | +195.9% | +160.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling