+4,167.1%
SMCI vs INCY
+1,793.7%
+2,373.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.5% |
| 7D | -1.3% | -3.7% | +2.4% | -0.4% |
| 30D | +18.3% | +1.8% | +16.5% | +17.6% |
| 3M | +27.7% | +17.0% | +10.7% | +22.2% |
| 6M | +17.6% | +28.4% | -10.8% | +9.7% |
| YTD | +27.7% | +24.8% | +2.9% | +19.9% |
| 1Y | -14.9% | +42.9% | -57.8% | -23.1% |
| 3Y | +33.2% | +92.7% | -59.5% | +8.6% |
| 5Y | +921.6% | +73.3% | +848.2% | +743.4% |
| 10Y | +1,672.4% | +55.8% | +1,616.6% | +1,305.1% |
| All | +4,167.1% | +1,793.7% | +2,373.4% | +1,160.5% |
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