+85.6%
SYF vs INCY
+69.9%
+15.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -1.3% | -2.2% | +0.9% | -0.8% |
| 30D | -1.1% | +3.7% | -4.7% | -2.0% |
| 3M | +7.4% | +22.1% | -14.7% | +1.5% |
| 6M | +16.2% | +29.8% | -13.6% | +7.8% |
| YTD | -6.1% | +27.6% | -33.7% | -12.8% |
| 1Y | +3.4% | +47.2% | -43.8% | -8.3% |
| 3Y | +162.9% | +97.0% | +65.9% | +109.7% |
| 5Y | +85.6% | +73.4% | +12.2% | +51.5% |
| All | +85.6% | +69.9% | +15.7% | +51.5% |
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