+3.4%
SWK vs INCY
+51.6%
-48.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -0.4% | +1.9% | -2.4% | -0.9% |
| 30D | -5.7% | +5.8% | -11.5% | -7.0% |
| 3M | +24.1% | +25.2% | -1.1% | +17.1% |
| 6M | +24.7% | +28.2% | -3.5% | +16.9% |
| YTD | +33.9% | +28.3% | +5.6% | +25.2% |
| 1Y | +34.7% | +48.3% | -13.7% | +21.2% |
| 3Y | +15.3% | +95.9% | -80.7% | -5.2% |
| 5Y | -39.3% | +66.6% | -105.9% | -48.5% |
| All | +3.4% | +51.6% | -48.2% | -21.5% |
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