+11.1%
SMR vs INCY
+82.7%
-71.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.9% | +17.1% | +15.9% |
| 7D | +21.4% | -0.5% | +21.9% | +21.5% |
| 30D | +13.8% | +3.2% | +10.7% | +12.7% |
| 3M | +3.9% | +23.6% | -19.7% | -4.9% |
| 6M | -4.2% | +29.7% | -33.9% | -14.3% |
| YTD | -21.1% | +25.9% | -47.1% | -28.4% |
| 1Y | -67.1% | +43.7% | -110.8% | -71.8% |
| 3Y | +88.9% | +94.4% | -5.6% | +38.6% |
| All | +11.1% | +82.7% | -71.5% | -16.5% |
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 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