+388.8%
SIMO vs INCY
+15.3%
+373.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.5% |
| 7D | +4.1% | +1.1% | +3.0% | +3.9% |
| 30D | -24.0% | +8.4% | -32.4% | -25.3% |
| 3M | -31.8% | +0.4% | -32.1% | -32.1% |
| 6M | -36.9% | +22.4% | -59.3% | -40.4% |
| YTD | +84.8% | +22.5% | +62.3% | +75.1% |
| 1Y | +99.0% | +14.8% | +84.2% | +90.7% |
| 3Y | +217.9% | +127.7% | +90.2% | +160.2% |
| 5Y | +171.5% | +84.4% | +87.1% | +129.4% |
| All | +388.8% | +15.3% | +373.4% | +329.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling