+44.4%
SITM vs INCY
+20.6%
+23.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.5% | -13.8% | -8.8% |
| 7D | -19.5% | +5.1% | -24.7% | -19.0% |
| 30D | -43.2% | +7.6% | -50.8% | -42.7% |
| 3M | -30.8% | +1.9% | -32.7% | -30.1% |
| 6M | -28.6% | +26.5% | -55.1% | -31.9% |
| YTD | +14.2% | +24.4% | -10.2% | +9.4% |
| 1Y | +44.4% | +19.4% | +25.0% | +37.5% |
| All | +44.4% | +20.6% | +23.8% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling