+15.3%
INCY vs SM
+18.0%
-2.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.1% | +9.4% | -8.3% | +0.6% |
| 30D | +8.4% | -14.4% | +22.8% | +9.1% |
| 3M | +0.4% | +1.6% | -1.2% | 0.0% |
| 6M | +22.4% | +6.3% | +16.1% | +21.4% |
| YTD | +22.5% | +78.8% | -56.3% | +17.7% |
| 1Y | +14.8% | +83.1% | -68.4% | +10.1% |
| 3Y | +127.7% | -5.9% | +133.6% | +123.7% |
| 5Y | +84.4% | +4.8% | +79.6% | +77.2% |
| All | +15.3% | +18.0% | -2.7% | -5.5% |
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