+173.0%
SIMO vs INCY
+82.2%
+90.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.4% |
| 7D | -8.2% | +1.5% | -9.7% | -8.3% |
| 30D | -34.6% | +8.1% | -42.7% | -35.4% |
| 3M | -32.6% | +1.1% | -33.7% | -32.9% |
| 6M | -31.8% | +23.7% | -55.5% | -35.6% |
| YTD | +87.6% | +23.4% | +64.2% | +78.1% |
| 1Y | +86.7% | +15.0% | +71.7% | +79.1% |
| 3Y | +227.4% | +132.1% | +95.4% | +176.7% |
| 5Y | +173.0% | +83.2% | +89.8% | +130.8% |
| All | +173.0% | +82.2% | +90.8% | +130.8% |
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