-2.3%
SW vs INCY
+67.3%
-69.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.4% |
| 7D | -5.1% | +1.9% | -7.0% | -5.3% |
| 30D | -4.6% | +5.8% | -10.4% | -5.3% |
| 3M | +9.4% | +25.2% | -15.8% | +6.2% |
| 6M | +3.5% | +28.2% | -24.7% | +0.2% |
| YTD | +22.0% | +28.3% | -6.3% | +17.7% |
| 1Y | +2.2% | +48.3% | -46.1% | -3.0% |
| 3Y | +19.6% | +95.9% | -76.3% | +10.1% |
| All | -2.3% | +67.3% | -69.6% | -12.4% |
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