-78.0%
SE vs INCY
+83.5%
-161.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | -20.9% | +8.4% | -29.4% | -22.8% |
| 3M | -38.9% | +0.4% | -39.3% | -39.1% |
| 6M | -19.4% | +22.4% | -41.8% | -24.6% |
| YTD | -40.9% | +22.5% | -63.4% | -45.1% |
| 1Y | -46.2% | +14.8% | -60.9% | -49.1% |
| 3Y | +63.7% | +127.7% | -64.0% | +5.4% |
| All | -78.0% | +83.5% | -161.5% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling