+32.4%
SWKS vs INCY
+27.4%
+5.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | -2.7% | +1.5% | -4.3% | -3.3% |
| 30D | +8.5% | +8.1% | +0.4% | +5.7% |
| 3M | +17.3% | +1.1% | +16.2% | +16.4% |
| 6M | +25.1% | +23.7% | +1.4% | +15.9% |
| YTD | +33.3% | +23.4% | +9.9% | +22.5% |
| 1Y | +22.9% | +15.0% | +7.9% | +15.3% |
| 3Y | +5.5% | +132.1% | -126.5% | -23.9% |
| 5Y | -41.9% | +83.2% | -125.1% | -55.1% |
| 10Y | +32.4% | +17.1% | +15.4% | +6.1% |
| All | +32.4% | +27.4% | +5.0% | +6.1% |
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