-25.3%
SWK vs INCY
+75.2%
-100.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +11.0% | -0.6% | +11.6% | +11.3% |
| 30D | +30.1% | +5.5% | +24.6% | +28.3% |
| 3M | +14.7% | +1.1% | +13.6% | +14.2% |
| 6M | +44.5% | +19.8% | +24.7% | +37.0% |
| YTD | +59.4% | +21.1% | +38.2% | +50.0% |
| 1Y | +77.5% | +13.7% | +63.8% | +69.6% |
| 3Y | +49.5% | +119.3% | -69.8% | +13.6% |
| All | -25.3% | +75.2% | -100.5% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling