+277.4%
SMH vs INCY
+92.5%
+184.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.1% |
| 7D | +1.4% | -3.7% | +5.1% | +1.9% |
| 30D | -2.2% | +1.8% | -4.0% | -2.5% |
| 3M | -1.9% | +17.0% | -18.8% | -4.7% |
| 6M | +41.0% | +28.4% | +12.6% | +34.4% |
| YTD | +55.6% | +24.8% | +30.8% | +48.9% |
| 1Y | +86.8% | +42.9% | +43.9% | +74.5% |
| All | +277.4% | +92.5% | +184.8% | +216.6% |
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