+1.5%
SMR vs INCY
+81.0%
-79.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.8% |
| 7D | +4.7% | -3.7% | +8.4% | +6.0% |
| 30D | +3.2% | +1.8% | +1.4% | +2.7% |
| 3M | +9.9% | +17.0% | -7.1% | +2.9% |
| 6M | -15.1% | +28.4% | -43.5% | -23.9% |
| YTD | -27.9% | +24.8% | -52.8% | -34.4% |
| 1Y | -70.2% | +42.9% | -113.2% | -74.5% |
| 3Y | +72.5% | +92.7% | -20.2% | +27.0% |
| All | +1.5% | +81.0% | -79.5% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling