+31.0%
SWKS vs INCY
+51.3%
-20.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.4% |
| 7D | +11.8% | -0.5% | +12.3% | +12.0% |
| 30D | +6.7% | +3.2% | +3.6% | +5.7% |
| 3M | 0.0% | +23.6% | -23.6% | -6.7% |
| 6M | +38.7% | +29.7% | +9.1% | +26.8% |
| YTD | +21.4% | +25.9% | -4.6% | +11.4% |
| 1Y | +2.9% | +43.7% | -40.8% | -10.2% |
| 3Y | -16.4% | +94.4% | -110.8% | -35.6% |
| 5Y | -51.2% | +68.0% | -119.1% | -61.1% |
| 10Y | +31.0% | +52.5% | -21.5% | -2.8% |
| All | +31.0% | +51.3% | -20.3% | -2.8% |
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 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