+6,660.0%
INCY vs SM
+1,251.1%
+5,408.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +5.8% | +26.3% | -20.5% | +2.1% |
| 3M | +25.2% | +8.7% | +16.5% | +22.9% |
| 6M | +28.2% | +51.7% | -23.5% | +18.9% |
| YTD | +28.3% | +99.0% | -70.7% | +13.9% |
| 1Y | +48.3% | +34.6% | +13.8% | +38.7% |
| 3Y | +95.9% | -7.8% | +103.7% | +87.6% |
| 5Y | +66.6% | +104.8% | -38.2% | +33.2% |
| 10Y | +54.5% | +7.2% | +47.3% | -5.2% |
| All | +6,660.0% | +1,251.1% | +5,408.9% | +2,195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling