+150.5%
SPMO vs INCY
+69.3%
+81.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -0.9% | -4.2% | +3.2% | -0.4% |
| 30D | -1.9% | +0.6% | -2.5% | -2.0% |
| 3M | -1.4% | +12.6% | -14.0% | -3.5% |
| 6M | +25.5% | +28.3% | -2.8% | +19.9% |
| YTD | +24.8% | +23.0% | +1.9% | +19.9% |
| 1Y | +24.5% | +41.0% | -16.5% | +16.5% |
| 3Y | +157.1% | +88.6% | +68.5% | +124.1% |
| All | +150.5% | +69.3% | +81.3% | +121.1% |
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 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