+73.4%
INCY vs SM
+119.2%
-45.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +3.7% | +20.3% | -16.6% | +2.7% |
| 3M | +22.1% | +22.9% | -0.9% | +20.5% |
| 6M | +29.8% | +47.8% | -18.1% | +26.3% |
| YTD | +27.6% | +107.5% | -79.9% | +21.4% |
| 1Y | +47.2% | +51.7% | -4.5% | +42.8% |
| 3Y | +97.0% | -0.9% | +97.8% | +92.4% |
| 5Y | +73.4% | +112.2% | -38.9% | +67.3% |
| All | +73.4% | +119.2% | -45.9% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling