+755.0%
SW vs INCY
+1,346.9%
-591.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.3% |
| 7D | -5.1% | +1.9% | -7.0% | -5.1% |
| 30D | -4.6% | +5.8% | -10.4% | -4.7% |
| 3M | +9.4% | +25.2% | -15.8% | +9.1% |
| 6M | +3.5% | +28.2% | -24.7% | +3.2% |
| YTD | +22.0% | +28.3% | -6.3% | +21.6% |
| 1Y | +2.2% | +48.3% | -46.1% | +1.7% |
| 3Y | +19.6% | +95.9% | -76.3% | +18.7% |
| 5Y | -2.3% | +66.6% | -68.9% | -3.1% |
| 10Y | +181.4% | +54.5% | +126.8% | +179.8% |
| All | +755.0% | +1,346.9% | -591.9% | +919.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling