+38.2%
INCY vs SEDG
+83.3%
-45.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.5% | -2.5% |
| 7D | -3.7% | +8.7% | -12.4% | -4.3% |
| 30D | +1.8% | +10.3% | -8.5% | +0.9% |
| 3M | +17.0% | -32.6% | +49.6% | +19.2% |
| 6M | +28.4% | -3.6% | +32.0% | +24.9% |
| YTD | +24.8% | +27.4% | -2.6% | +17.8% |
| 1Y | +42.9% | +24.9% | +18.0% | +33.5% |
| 3Y | +92.7% | -75.3% | +168.0% | +95.6% |
| 5Y | +73.3% | -86.3% | +159.7% | +79.8% |
| 10Y | +55.8% | +117.7% | -61.9% | +3.1% |
| All | +38.2% | +83.3% | -45.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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