+15.3%
INCY vs SFM
+140.2%
-124.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +1.1% | +6.0% | -4.9% | +0.6% |
| 30D | +8.4% | -19.5% | +27.9% | +10.0% |
| 3M | +0.4% | -37.0% | +37.4% | +3.9% |
| 6M | +22.4% | -41.0% | +63.4% | +27.1% |
| YTD | +22.5% | -34.6% | +57.1% | +25.5% |
| 1Y | +14.8% | -36.3% | +51.0% | +17.9% |
| 3Y | +127.7% | +24.5% | +103.2% | +111.2% |
| 5Y | +84.4% | +115.9% | -31.5% | +56.5% |
| All | +15.3% | +140.2% | -124.8% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling