+174.2%
SW vs INCY
+15.3%
+158.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -3.9% | +1.1% | -5.0% | -4.1% |
| 30D | +3.9% | +8.4% | -4.5% | +2.9% |
| 3M | -14.6% | +0.4% | -14.9% | -14.7% |
| 6M | +6.9% | +22.4% | -15.5% | +4.3% |
| YTD | +12.8% | +22.5% | -9.7% | +9.8% |
| 1Y | +24.3% | +14.8% | +9.5% | +21.8% |
| 3Y | +38.7% | +127.7% | -89.1% | +26.0% |
| 5Y | -3.6% | +84.4% | -88.0% | -11.6% |
| All | +174.2% | +15.3% | +158.8% | +144.3% |
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