+109.7%
SEI vs INCY
+45.3%
+64.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.5% |
| 7D | +10.2% | +1.9% | +8.3% | +10.2% |
| 30D | -1.0% | +5.8% | -6.8% | -1.0% |
| 3M | -27.9% | +25.2% | -53.1% | -30.6% |
| 6M | +10.4% | +28.2% | -17.8% | +4.7% |
| YTD | +20.1% | +28.3% | -8.2% | +13.7% |
| 1Y | +109.7% | +48.3% | +61.4% | +89.0% |
| All | +109.7% | +45.3% | +64.5% | +89.0% |
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