+1,270.6%
SMH vs INCY
+287.0%
+983.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +4.3% | -2.2% | +6.5% | +4.8% |
| 30D | +0.9% | +3.7% | -2.8% | 0.0% |
| 3M | -2.8% | +22.1% | -24.9% | -7.4% |
| 6M | +45.6% | +29.8% | +15.8% | +36.7% |
| YTD | +59.5% | +27.6% | +31.9% | +50.0% |
| 1Y | +93.4% | +47.2% | +46.2% | +76.0% |
| 3Y | +287.1% | +97.0% | +190.1% | +224.7% |
| 5Y | +338.0% | +73.4% | +264.7% | +275.0% |
| 10Y | +1,876.8% | +59.2% | +1,817.6% | +1,546.7% |
| All | +1,270.6% | +287.0% | +983.6% | +428.1% |
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