+303.6%
SIMO vs INCY
+67.2%
+236.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.0% | +6.5% |
| 7D | +14.6% | -0.5% | +15.1% | +14.7% |
| 30D | +6.2% | +3.2% | +3.0% | +5.5% |
| 3M | +3.6% | +23.6% | -20.1% | -1.7% |
| 6M | +130.8% | +29.7% | +101.1% | +116.6% |
| YTD | +195.8% | +25.9% | +169.8% | +180.5% |
| 1Y | +225.0% | +43.7% | +181.3% | +201.6% |
| 3Y | +452.3% | +94.4% | +357.9% | +383.5% |
| 5Y | +303.6% | +68.0% | +235.6% | +243.6% |
| All | +303.6% | +67.2% | +236.4% | +243.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling