+575.8%
SPMO vs INCY
+19.5%
+556.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +2.7% | -2.2% | +4.9% | +3.1% |
| 30D | +1.1% | +3.7% | -2.6% | +0.4% |
| 3M | +2.0% | +22.1% | -20.0% | -1.7% |
| 6M | +26.5% | +29.8% | -3.2% | +20.5% |
| YTD | +26.5% | +27.6% | -1.1% | +20.6% |
| 1Y | +27.9% | +47.2% | -19.3% | +18.7% |
| 3Y | +160.4% | +97.0% | +63.4% | +126.0% |
| 5Y | +151.5% | +73.4% | +78.1% | +121.5% |
| 10Y | +526.3% | +59.2% | +467.1% | +447.1% |
| All | +575.8% | +19.5% | +556.4% | +491.6% |
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 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