+22.5%
STM vs INCY
+67.2%
-44.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.1% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | -7.4% | +3.2% | -10.5% | -8.1% |
| 3M | -30.6% | +23.6% | -54.2% | -35.1% |
| 6M | +66.4% | +29.7% | +36.7% | +53.1% |
| YTD | +101.1% | +25.9% | +75.2% | +86.2% |
| 1Y | +97.4% | +43.7% | +53.7% | +74.7% |
| 3Y | +21.1% | +94.4% | -73.3% | -5.7% |
| 5Y | +22.5% | +68.0% | -45.5% | -1.6% |
| All | +22.5% | +67.2% | -44.7% | -1.6% |
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