+434.6%
SIMO vs INCY
+17.7%
+416.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.0% | +8.4% |
| 7D | +0.9% | -0.5% | +1.4% | +1.2% |
| 30D | -25.4% | +9.8% | -35.2% | -26.9% |
| 3M | -17.8% | +1.0% | -18.7% | -18.2% |
| 6M | -29.6% | +21.9% | -51.4% | -33.4% |
| YTD | +100.3% | +23.8% | +76.5% | +89.3% |
| 1Y | +100.4% | +13.0% | +87.3% | +92.7% |
| 3Y | +246.1% | +133.2% | +112.9% | +181.9% |
| 5Y | +189.8% | +87.8% | +102.0% | +143.9% |
| 10Y | +434.6% | +17.0% | +417.6% | +368.2% |
| All | +434.6% | +17.7% | +416.9% | +368.2% |
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