+340.9%
SYF vs INCY
+161.4%
+179.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.4% | +1.9% | +0.5% | +2.0% |
| 30D | +0.8% | +5.8% | -5.0% | -0.4% |
| 3M | +13.4% | +25.2% | -11.8% | +7.6% |
| 6M | +16.3% | +28.2% | -11.9% | +9.6% |
| YTD | -3.0% | +28.3% | -31.3% | -8.8% |
| 1Y | +5.7% | +48.3% | -42.6% | -4.2% |
| 3Y | +160.1% | +95.9% | +64.2% | +118.2% |
| 5Y | +88.5% | +66.6% | +21.9% | +62.4% |
| 10Y | +263.1% | +54.5% | +208.5% | +197.7% |
| All | +340.9% | +161.4% | +179.5% | +236.8% |
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