+87.6%
SMH vs INCY
+41.2%
+46.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.6% |
| 7D | +0.3% | -4.2% | +4.4% | +0.6% |
| 30D | -2.8% | +0.6% | -3.4% | -2.8% |
| 3M | -6.7% | +12.6% | -19.4% | -8.5% |
| 6M | +41.8% | +28.3% | +13.4% | +34.0% |
| YTD | +57.9% | +23.0% | +34.9% | +50.8% |
| 1Y | +87.6% | +41.0% | +46.7% | +75.0% |
| All | +87.6% | +41.2% | +46.4% | +75.0% |
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 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