+183.3%
SW vs INCY
+27.4%
+155.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | 0.0% |
| 7D | +1.8% | +1.5% | +0.3% | +1.6% |
| 30D | +7.0% | +8.1% | -1.0% | +6.0% |
| 3M | -7.6% | +1.1% | -8.7% | -7.8% |
| 6M | +8.5% | +23.7% | -15.1% | +5.8% |
| YTD | +17.7% | +23.4% | -5.7% | +14.5% |
| 1Y | +27.1% | +15.0% | +12.1% | +24.5% |
| 3Y | +48.2% | +132.1% | -83.9% | +34.5% |
| 5Y | -2.3% | +83.2% | -85.6% | -10.4% |
| 10Y | +183.3% | +17.1% | +166.3% | +151.9% |
| All | +183.3% | +27.4% | +155.9% | +151.9% |
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 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