+19.6%
SW vs INCY
+95.5%
-75.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | -5.1% | +1.9% | -7.0% | -5.5% |
| 30D | -4.6% | +5.8% | -10.4% | -5.7% |
| 3M | +9.4% | +25.2% | -15.8% | +4.6% |
| 6M | +3.5% | +28.2% | -24.7% | -1.6% |
| YTD | +22.0% | +28.3% | -6.3% | +15.4% |
| 1Y | +2.2% | +48.3% | -46.1% | -6.1% |
| All | +19.6% | +95.5% | -75.9% | +0.3% |
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