+28.2%
SW vs INCY
+13.5%
+14.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.3% |
| 7D | +1.8% | +1.5% | +0.3% | +1.4% |
| 30D | +7.0% | +8.1% | -1.0% | +4.8% |
| 3M | -7.6% | +1.1% | -8.7% | -8.0% |
| 6M | +8.5% | +23.7% | -15.1% | +3.3% |
| YTD | +17.7% | +23.4% | -5.7% | +8.6% |
| All | +28.2% | +13.5% | +14.7% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling