+51.9%
INCY vs SM
+23.2%
+28.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -3.7% | +2.1% | -5.8% | -3.8% |
| 30D | +1.8% | +18.1% | -16.3% | +0.9% |
| 3M | +17.0% | +17.0% | 0.0% | +15.8% |
| 6M | +28.4% | +55.4% | -27.0% | +24.7% |
| YTD | +24.8% | +108.6% | -83.7% | +19.1% |
| 1Y | +42.9% | +45.7% | -2.7% | +38.9% |
| 3Y | +92.7% | -0.3% | +93.0% | +89.0% |
| 5Y | +73.3% | +113.0% | -39.7% | +60.2% |
| All | +51.9% | +23.2% | +28.6% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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