-25.2%
SWKS vs INCY
+95.5%
-120.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +12.5% | +1.9% | +10.6% | +12.0% |
| 30D | +10.5% | +5.8% | +4.7% | +9.1% |
| 3M | -7.4% | +25.2% | -32.6% | -12.3% |
| 6M | +32.7% | +28.2% | +4.5% | +24.5% |
| YTD | +19.2% | +28.3% | -9.2% | +11.1% |
| 1Y | +2.4% | +48.3% | -46.0% | -9.3% |
| All | -25.2% | +95.5% | -120.8% | -45.4% |
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