+699.7%
SMTC vs INCY
+132.2%
+567.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | +11.0% | +1.1% | +9.9% | +10.8% |
| 30D | -28.5% | +8.4% | -36.9% | -30.1% |
| 3M | -14.2% | +0.4% | -14.6% | -14.6% |
| 6M | -18.0% | +22.4% | -40.4% | -25.4% |
| YTD | +55.5% | +22.5% | +33.0% | +40.7% |
| 1Y | +69.5% | +14.8% | +54.8% | +57.3% |
| 3Y | +699.7% | +127.7% | +571.9% | +537.1% |
| All | +699.7% | +132.2% | +567.4% | +537.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling