+689.9%
SEI vs INCY
+8.6%
+681.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.4% |
| 7D | +28.2% | -2.2% | +30.4% | +28.9% |
| 30D | +15.5% | +3.7% | +11.8% | +14.2% |
| 3M | -1.4% | +22.1% | -23.4% | -8.2% |
| 6M | +37.4% | +29.8% | +7.6% | +25.1% |
| YTD | +47.8% | +27.6% | +20.2% | +35.0% |
| 1Y | +174.3% | +47.2% | +127.1% | +138.7% |
| 3Y | +598.5% | +97.0% | +501.5% | +445.6% |
| 5Y | +1,026.2% | +73.4% | +952.9% | +796.4% |
| All | +689.9% | +8.6% | +681.2% | +517.0% |
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 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