+29.5%
SWK vs INCY
+27.4%
+2.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +1.0% | +2.4% |
| 7D | +10.7% | +1.5% | +9.1% | +10.4% |
| 30D | +33.3% | +8.1% | +25.3% | +30.9% |
| 3M | +14.7% | +1.1% | +13.6% | +14.3% |
| 6M | +48.5% | +23.7% | +24.8% | +40.3% |
| YTD | +63.9% | +23.4% | +40.5% | +54.5% |
| 1Y | +80.4% | +15.0% | +65.4% | +72.6% |
| 3Y | +58.1% | +132.1% | -74.0% | +24.3% |
| 5Y | -24.5% | +83.2% | -107.7% | -37.3% |
| 10Y | +29.5% | +17.1% | +12.4% | +6.7% |
| All | +29.5% | +27.4% | +2.1% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling