-75.5%
SMR vs INCY
+41.2%
-116.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.5% | -14.2% | -15.3% |
| 7D | -11.2% | -4.2% | -7.1% | -10.4% |
| 30D | -10.2% | +0.6% | -10.8% | -10.1% |
| 3M | -10.0% | +12.6% | -22.7% | -12.9% |
| 6M | -30.5% | +28.3% | -58.8% | -37.0% |
| YTD | -39.2% | +23.0% | -62.2% | -43.1% |
| 1Y | -75.5% | +41.0% | -116.5% | -78.7% |
| All | -75.5% | +41.2% | -116.8% | -78.7% |
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