+49.7%
INCY vs SIRI
-10.2%
+59.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -4.2% | +0.6% | -4.7% | -4.3% |
| 30D | +0.6% | +2.5% | -1.9% | +0.1% |
| 3M | +12.6% | +6.6% | +6.0% | +11.2% |
| 6M | +28.3% | +32.9% | -4.6% | +21.1% |
| YTD | +23.0% | +50.5% | -27.5% | +13.0% |
| 1Y | +41.0% | +28.0% | +13.0% | +33.3% |
| 3Y | +88.6% | -22.4% | +111.0% | +89.1% |
| 5Y | +70.8% | -41.3% | +112.1% | +74.8% |
| All | +49.7% | -10.2% | +59.9% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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