+73.4%
INCY vs SFM
+217.9%
-144.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.5% |
| 7D | -2.2% | -7.2% | +5.0% | -1.8% |
| 30D | +3.7% | -14.3% | +18.0% | +4.4% |
| 3M | +22.1% | -13.7% | +35.8% | +22.8% |
| 6M | +29.8% | -6.0% | +35.8% | +29.8% |
| YTD | +27.6% | -8.2% | +35.8% | +27.7% |
| 1Y | +47.2% | -46.2% | +93.5% | +53.1% |
| 3Y | +97.0% | +83.6% | +13.4% | +79.5% |
| 5Y | +73.4% | +212.7% | -139.4% | +39.7% |
| All | +73.4% | +217.9% | -144.5% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling