+124.8%
SEI vs INCY
+41.2%
+83.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.1% |
| 7D | +22.6% | -4.2% | +26.7% | +22.5% |
| 30D | +9.1% | +0.6% | +8.5% | +9.2% |
| 3M | -11.3% | +12.6% | -24.0% | -12.8% |
| 6M | +22.0% | +28.3% | -6.3% | +14.8% |
| YTD | +47.3% | +23.0% | +24.3% | +40.1% |
| 1Y | +124.8% | +41.0% | +83.8% | +109.8% |
| All | +124.8% | +41.2% | +83.5% | +109.8% |
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