-45.9%
SE vs INCY
+41.2%
-87.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.2% |
| 7D | -5.2% | -4.2% | -1.1% | -4.8% |
| 30D | -17.1% | +0.6% | -17.7% | -17.1% |
| 3M | +24.0% | +12.6% | +11.3% | +23.0% |
| 6M | +21.0% | +28.3% | -7.3% | +17.8% |
| YTD | -16.7% | +23.0% | -39.7% | -19.2% |
| 1Y | -45.9% | +41.0% | -86.9% | -46.0% |
| All | -45.9% | +41.2% | -87.2% | -46.0% |
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