+589.4%
SE vs INCY
+11.4%
+577.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -6.1% | +1.9% | -8.0% | -6.7% |
| 30D | -2.5% | +5.8% | -8.3% | -4.3% |
| 3M | +21.7% | +25.2% | -3.5% | +11.9% |
| 6M | +27.0% | +28.2% | -1.2% | +15.5% |
| YTD | -12.1% | +28.3% | -40.5% | -20.6% |
| 1Y | -40.9% | +48.3% | -89.3% | -49.7% |
| 3Y | +191.0% | +95.9% | +95.1% | +111.4% |
| 5Y | -68.3% | +66.6% | -134.9% | -75.2% |
| All | +589.4% | +11.4% | +577.9% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling