+100.4%
SIMO vs INCY
+15.3%
+85.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.0% | +8.5% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | -25.4% | +9.8% | -35.2% | -25.9% |
| 3M | -17.8% | +1.0% | -18.7% | -17.4% |
| 6M | -29.6% | +21.9% | -51.4% | -36.5% |
| YTD | +100.3% | +23.8% | +76.5% | +84.0% |
| 1Y | +100.4% | +13.0% | +87.3% | +89.2% |
| All | +100.4% | +15.3% | +85.0% | +89.2% |
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 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