+553.4%
SE vs INCY
+6.8%
+546.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.8% |
| 7D | -5.2% | -4.2% | -1.1% | -3.9% |
| 30D | -17.1% | +0.6% | -17.7% | -17.3% |
| 3M | +24.0% | +12.6% | +11.3% | +18.2% |
| 6M | +21.0% | +28.3% | -7.3% | +9.9% |
| YTD | -16.7% | +23.0% | -39.7% | -23.7% |
| 1Y | -45.9% | +41.0% | -86.9% | -53.2% |
| 3Y | +177.8% | +88.6% | +89.2% | +104.3% |
| 5Y | -67.4% | +70.8% | -138.2% | -74.8% |
| All | +553.4% | +6.8% | +546.6% | +402.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling