+4,789.7%
SITM vs INCY
+38.5%
+4,751.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.3% |
| 7D | +3.9% | -4.2% | +8.0% | +5.9% |
| 30D | -6.6% | +0.6% | -7.2% | -7.1% |
| 3M | -11.9% | +12.6% | -24.5% | -18.9% |
| 6M | +81.1% | +28.3% | +52.8% | +54.4% |
| YTD | +80.0% | +23.0% | +57.0% | +56.4% |
| 1Y | +145.8% | +41.0% | +104.9% | +95.1% |
| 3Y | +475.9% | +88.6% | +387.3% | +259.3% |
| 5Y | +189.2% | +70.8% | +118.4% | +93.4% |
| All | +4,789.7% | +38.5% | +4,751.2% | +2,780.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling