+146.9%
SMTC vs INCY
+45.3%
+101.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.0% | +10.2% | +9.3% |
| 7D | +12.7% | +1.9% | +10.8% | +12.6% |
| 30D | +22.0% | +5.8% | +16.2% | +21.4% |
| 3M | -12.7% | +25.2% | -37.9% | -17.5% |
| 6M | +64.8% | +28.2% | +36.6% | +53.7% |
| YTD | +100.7% | +28.3% | +72.4% | +87.2% |
| 1Y | +146.9% | +48.3% | +98.5% | +125.1% |
| All | +146.9% | +45.3% | +101.6% | +125.1% |
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 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