+419.3%
SIMO vs INCY
+100.4%
+319.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.9% |
| 7D | +4.2% | +1.9% | +2.3% | +3.9% |
| 30D | +4.1% | +5.8% | -1.7% | +3.0% |
| 3M | -12.9% | +25.2% | -38.1% | -17.8% |
| 6M | +110.3% | +28.2% | +82.1% | +97.0% |
| YTD | +178.6% | +28.3% | +150.2% | +162.5% |
| 1Y | +220.0% | +48.3% | +171.6% | +194.6% |
| All | +419.3% | +100.4% | +319.0% | +354.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling