+730.4%
SW vs INCY
+1,247.1%
-516.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.4% |
| 7D | +4.7% | +1.0% | +3.6% | +4.6% |
| 30D | +5.0% | +4.7% | +0.3% | +4.9% |
| 3M | -7.3% | -1.5% | -5.8% | -7.3% |
| 6M | +15.0% | +21.1% | -6.1% | +14.7% |
| YTD | +18.5% | +19.5% | -1.0% | +18.2% |
| 1Y | +27.1% | +11.6% | +15.5% | +26.9% |
| 3Y | +49.3% | +115.2% | -65.8% | +48.4% |
| 5Y | -1.6% | +73.9% | -75.5% | -2.3% |
| 10Y | +185.4% | +34.8% | +150.6% | +183.5% |
| All | +730.4% | +1,247.1% | -516.8% | +891.3% |
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 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