+2,025.5%
STM vs INCY
+3,257.2%
-1,231.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +16.3% | +3.1% | +13.2% | +15.6% |
| 30D | -6.3% | +12.0% | -18.3% | -8.7% |
| 3M | -14.1% | +0.8% | -14.9% | -14.5% |
| 6M | -19.6% | +22.8% | -42.3% | -23.9% |
| YTD | +80.1% | +23.2% | +56.9% | +70.1% |
| 1Y | +95.4% | +12.4% | +82.9% | +87.9% |
| 3Y | +14.7% | +132.1% | -117.4% | -7.4% |
| 5Y | -5.4% | +85.5% | -90.9% | -20.1% |
| 10Y | +465.5% | +16.4% | +449.1% | +406.1% |
| All | +2,025.5% | +3,257.2% | -1,231.8% | +417.9% |
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