+363.5%
SE vs INCY
+6.4%
+357.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -20.9% | +8.4% | -29.4% | -23.2% |
| 3M | -38.9% | +0.4% | -39.3% | -39.2% |
| 6M | -19.4% | +22.4% | -41.8% | -25.7% |
| YTD | -40.9% | +22.5% | -63.4% | -45.9% |
| 1Y | -46.2% | +14.8% | -60.9% | -49.7% |
| 3Y | +63.7% | +127.7% | -64.0% | +10.0% |
| 5Y | -77.9% | +84.4% | -162.3% | -83.4% |
| All | +363.5% | +6.4% | +357.1% | +255.8% |
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