+10,153.3%
SYK vs INCY
+6,474.9%
+3,678.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | -12.3% | -3.7% | -8.6% | -12.0% |
| 30D | -22.4% | +1.8% | -24.3% | -22.6% |
| 3M | -12.3% | +17.0% | -29.3% | -13.9% |
| 6M | -24.3% | +28.4% | -52.7% | -26.4% |
| YTD | -22.8% | +24.8% | -47.6% | -24.8% |
| 1Y | -28.8% | +42.9% | -71.7% | -31.7% |
| 3Y | -4.0% | +92.7% | -96.7% | -11.7% |
| 5Y | +3.8% | +73.3% | -69.5% | -3.9% |
| 10Y | +172.8% | +55.8% | +117.0% | +149.2% |
| All | +10,153.3% | +6,474.9% | +3,678.4% | +5,037.8% |
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