+954.7%
SEI vs INCY
+69.3%
+885.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.5% |
| 7D | +22.6% | -4.2% | +26.7% | +23.8% |
| 30D | +9.1% | +0.6% | +8.5% | +8.8% |
| 3M | -11.3% | +12.6% | -24.0% | -15.5% |
| 6M | +22.0% | +28.3% | -6.3% | +11.1% |
| YTD | +47.3% | +23.0% | +24.3% | +35.6% |
| 1Y | +124.8% | +41.0% | +83.8% | +96.7% |
| 3Y | +591.3% | +88.6% | +502.7% | +436.2% |
| All | +954.7% | +69.3% | +885.4% | +700.0% |
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 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