+44.6%
SMCI vs INCY
+89.7%
-45.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.7% | +7.4% |
| 7D | +1.3% | -4.2% | +5.5% | +1.7% |
| 30D | +6.6% | +0.6% | +6.0% | +6.5% |
| 3M | +25.4% | +12.6% | +12.8% | +23.0% |
| 6M | +26.1% | +28.3% | -2.2% | +21.3% |
| YTD | +37.0% | +23.0% | +14.0% | +32.6% |
| 1Y | -8.8% | +41.0% | -49.7% | -12.6% |
| 3Y | +44.6% | +88.6% | -44.0% | +31.3% |
| All | +44.6% | +89.7% | -45.1% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling