+664.5%
STM vs INCY
+56.1%
+608.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | +1.7% | -2.2% | +3.8% | +2.3% |
| 30D | -5.2% | +3.7% | -8.8% | -6.3% |
| 3M | -29.6% | +22.1% | -51.7% | -34.6% |
| 6M | +54.4% | +29.8% | +24.6% | +40.1% |
| YTD | +99.5% | +27.6% | +71.9% | +81.8% |
| 1Y | +100.8% | +47.2% | +53.5% | +73.4% |
| 3Y | +20.2% | +97.0% | -76.8% | -8.9% |
| 5Y | +21.1% | +73.4% | -52.2% | -5.0% |
| 10Y | +664.5% | +59.2% | +605.3% | +476.7% |
| All | +664.5% | +56.1% | +608.4% | +476.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling