+221.3%
SIMO vs INCY
+43.7%
+177.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.1% |
| 7D | +12.5% | -3.7% | +16.2% | +13.2% |
| 30D | +18.4% | +1.8% | +16.6% | +17.8% |
| 3M | +5.6% | +17.0% | -11.4% | -2.2% |
| 6M | +116.9% | +28.4% | +88.5% | +90.3% |
| YTD | +188.4% | +24.8% | +163.6% | +162.5% |
| 1Y | +221.3% | +42.9% | +178.3% | +174.1% |
| All | +221.3% | +43.7% | +177.6% | +174.1% |
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 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