+42.9%
INCY vs SM
+51.5%
-8.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.1% |
| 7D | -3.7% | +2.1% | -5.8% | -3.6% |
| 30D | +1.8% | +18.1% | -16.3% | +2.6% |
| 3M | +17.0% | +17.0% | 0.0% | +17.7% |
| 6M | +28.4% | +55.4% | -27.0% | +31.4% |
| YTD | +24.8% | +108.6% | -83.7% | +30.2% |
| 1Y | +42.9% | +45.7% | -2.7% | +48.1% |
| All | +42.9% | +51.5% | -8.6% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling