+55.1%
SWK vs INCY
+134.7%
-79.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | +30.4% | +9.8% | +20.6% | +27.9% |
| 3M | +12.1% | +1.0% | +11.1% | +11.8% |
| 6M | +49.1% | +21.9% | +27.2% | +42.2% |
| YTD | +60.4% | +23.8% | +36.7% | +51.8% |
| 1Y | +78.3% | +13.0% | +65.3% | +71.8% |
| All | +55.1% | +134.7% | -79.6% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling