+48,791.7%
SMTC vs INCY
+6,351.7%
+42,440.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | +11.0% | +1.1% | +9.9% | +10.9% |
| 30D | -28.5% | +8.4% | -36.9% | -29.7% |
| 3M | -14.2% | +0.4% | -14.6% | -14.6% |
| 6M | -18.0% | +22.4% | -40.4% | -22.1% |
| YTD | +55.5% | +22.5% | +33.0% | +47.6% |
| 1Y | +69.5% | +14.8% | +54.8% | +62.9% |
| 3Y | +699.7% | +127.7% | +571.9% | +569.4% |
| 5Y | +27.4% | +84.4% | -57.0% | +10.8% |
| 10Y | +335.7% | +15.7% | +320.0% | +297.4% |
| All | +48,791.7% | +6,351.7% | +42,440.0% | +22,634.9% |
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