-1.6%
SW vs INCY
+75.4%
-77.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.0% |
| 7D | +4.7% | +1.0% | +3.6% | +4.5% |
| 30D | +5.0% | +4.7% | +0.3% | +4.3% |
| 3M | -7.3% | -1.5% | -5.8% | -7.2% |
| 6M | +15.0% | +21.1% | -6.1% | +12.2% |
| YTD | +18.5% | +19.5% | -1.0% | +15.4% |
| 1Y | +27.1% | +11.6% | +15.5% | +24.6% |
| 3Y | +49.3% | +115.2% | -65.8% | +39.8% |
| 5Y | -1.6% | +73.9% | -75.5% | -11.1% |
| All | -1.6% | +75.4% | -77.0% | -11.1% |
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