+114.7%
SMTC vs INCY
+69.5%
+45.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.8% | -2.2% |
| 7D | +17.5% | -3.7% | +21.2% | +19.0% |
| 30D | +21.3% | +1.8% | +19.5% | +20.3% |
| 3M | +3.1% | +17.0% | -13.8% | -4.5% |
| 6M | +81.7% | +28.4% | +53.3% | +61.0% |
| YTD | +115.9% | +24.8% | +91.1% | +93.0% |
| 1Y | +157.8% | +42.9% | +114.9% | +116.1% |
| 3Y | +557.3% | +92.7% | +464.6% | +383.0% |
| 5Y | +114.7% | +73.3% | +41.3% | +60.6% |
| All | +114.7% | +69.5% | +45.1% | +60.6% |
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