+2,391.6%
SIMO vs INCY
+1,570.4%
+821.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.0% | +8.3% |
| 7D | +0.9% | -0.5% | +1.4% | +1.2% |
| 30D | -25.4% | +9.8% | -35.2% | -27.1% |
| 3M | -17.8% | +1.0% | -18.7% | -18.3% |
| 6M | -29.6% | +21.9% | -51.4% | -33.6% |
| YTD | +100.3% | +23.8% | +76.5% | +88.5% |
| 1Y | +100.4% | +13.0% | +87.3% | +92.3% |
| 3Y | +246.1% | +133.2% | +112.9% | +176.6% |
| 5Y | +189.8% | +87.8% | +102.0% | +140.1% |
| 10Y | +434.6% | +17.0% | +417.6% | +361.5% |
| All | +2,391.6% | +1,570.4% | +821.2% | +758.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling