-66.3%
SE vs INCY
+69.9%
-136.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.4% |
| 7D | -3.6% | -2.2% | -1.4% | -3.1% |
| 30D | -5.3% | +3.7% | -9.0% | -6.2% |
| 3M | +28.1% | +22.1% | +6.0% | +20.9% |
| 6M | +20.7% | +29.8% | -9.1% | +11.7% |
| YTD | -14.8% | +27.6% | -42.4% | -21.1% |
| 1Y | -43.6% | +47.2% | -90.8% | -50.3% |
| 3Y | +184.2% | +97.0% | +87.3% | +116.8% |
| 5Y | -66.3% | +73.4% | -139.7% | -72.4% |
| All | -66.3% | +69.9% | -136.2% | -72.4% |
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