+2,431.2%
SYY vs INCY
+6,534.7%
-4,103.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -5.3% | +3.2% | -8.5% | -5.5% |
| 3M | +5.1% | +23.6% | -18.5% | +3.6% |
| 6M | -5.0% | +29.7% | -34.7% | -6.7% |
| YTD | +10.7% | +25.9% | -15.3% | +8.9% |
| 1Y | +0.7% | +43.7% | -43.0% | -1.9% |
| 3Y | +24.0% | +94.4% | -70.4% | +17.9% |
| 5Y | +19.3% | +68.0% | -48.7% | +14.2% |
| 10Y | +96.4% | +52.5% | +43.9% | +86.0% |
| All | +2,431.2% | +6,534.7% | -4,103.5% | +1,394.5% |
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 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