+2,233.7%
SIMO vs INCY
+1,565.2%
+668.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.3% |
| 7D | -8.2% | +1.5% | -9.7% | -8.5% |
| 30D | -34.6% | +8.1% | -42.7% | -35.9% |
| 3M | -32.6% | +1.1% | -33.7% | -33.1% |
| 6M | -31.8% | +23.7% | -55.5% | -36.0% |
| YTD | +87.6% | +23.4% | +64.2% | +76.7% |
| 1Y | +86.7% | +15.0% | +71.7% | +78.3% |
| 3Y | +227.4% | +132.1% | +95.4% | +161.9% |
| 5Y | +173.0% | +83.2% | +89.8% | +127.3% |
| 10Y | +409.6% | +17.1% | +392.6% | +339.8% |
| All | +2,233.7% | +1,565.2% | +668.5% | +704.5% |
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