-2.6%
SW vs INCY
+75.2%
-77.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | +6.8% | +5.5% | +1.3% | +6.0% |
| 3M | -5.2% | +1.1% | -6.3% | -5.4% |
| 6M | +7.4% | +19.8% | -12.4% | +4.9% |
| YTD | +17.4% | +21.1% | -3.7% | +14.1% |
| 1Y | +27.1% | +13.7% | +13.4% | +24.2% |
| 3Y | +47.9% | +119.3% | -71.4% | +38.2% |
| All | -2.6% | +75.2% | -77.8% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling