+47.9%
SW vs INCY
+116.8%
-68.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | +6.8% | +5.5% | +1.3% | +5.6% |
| 3M | -5.2% | +1.1% | -6.3% | -5.5% |
| 6M | +7.4% | +19.8% | -12.4% | +3.6% |
| YTD | +17.4% | +21.1% | -3.7% | +12.3% |
| 1Y | +27.1% | +13.7% | +13.4% | +22.8% |
| 3Y | +47.9% | +119.3% | -71.4% | +35.3% |
| All | +47.9% | +116.8% | -68.9% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling