+530.1%
SMTC vs INCY
+54.2%
+475.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.6% |
| 7D | +13.1% | -4.2% | +17.2% | +14.5% |
| 30D | +19.5% | +0.6% | +18.9% | +19.0% |
| 3M | +2.2% | +12.6% | -10.4% | -3.1% |
| 6M | +94.9% | +28.3% | +66.6% | +76.0% |
| YTD | +127.0% | +23.0% | +104.0% | +107.6% |
| 1Y | +174.6% | +41.0% | +133.6% | +138.7% |
| 3Y | +615.9% | +88.6% | +527.3% | +459.3% |
| 5Y | +125.6% | +70.8% | +54.8% | +80.0% |
| All | +530.1% | +54.2% | +475.9% | +384.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling