-48.8%
SE vs INCY
+20.6%
-69.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.5% | 0.0% | +4.0% |
| 7D | +6.7% | +5.1% | +1.5% | +6.1% |
| 30D | -17.2% | +7.6% | -24.8% | -17.9% |
| 3M | -28.0% | +1.9% | -29.9% | -28.1% |
| 6M | -6.1% | +26.5% | -32.6% | -8.5% |
| YTD | -37.1% | +24.4% | -61.5% | -40.0% |
| 1Y | -48.8% | +19.4% | -68.1% | -50.5% |
| All | -48.8% | +20.6% | -69.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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