+4,437.5%
SITM vs INCY
+43.6%
+4,393.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.1% |
| 7D | +3.7% | -2.2% | +5.9% | +4.8% |
| 30D | -14.5% | +3.7% | -18.2% | -16.2% |
| 3M | -10.6% | +22.1% | -32.6% | -20.9% |
| 6M | +65.5% | +29.8% | +35.8% | +40.7% |
| YTD | +67.0% | +27.6% | +39.4% | +42.7% |
| 1Y | +138.6% | +47.2% | +91.4% | +85.4% |
| 3Y | +421.8% | +97.0% | +324.9% | +218.5% |
| 5Y | +172.4% | +73.4% | +99.1% | +81.8% |
| All | +4,437.5% | +43.6% | +4,393.8% | +2,528.0% |
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