+51.9%
INCY vs SFM
+268.6%
-216.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -2.1% |
| 7D | -3.7% | -8.8% | +5.1% | -2.9% |
| 30D | +1.8% | -14.5% | +16.3% | +3.1% |
| 3M | +17.0% | -16.8% | +33.8% | +18.6% |
| 6M | +28.4% | -5.3% | +33.7% | +28.2% |
| YTD | +24.8% | -9.4% | +34.2% | +25.0% |
| 1Y | +42.9% | -46.2% | +89.1% | +50.3% |
| 3Y | +92.7% | +81.3% | +11.4% | +72.9% |
| 5Y | +73.3% | +211.9% | -138.5% | +42.0% |
| All | +51.9% | +268.6% | -216.7% | +22.9% |
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