-36.5%
SWKS vs INCY
+83.5%
-120.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +9.4% | +1.1% | +8.3% | +9.1% |
| 30D | +17.0% | +8.4% | +8.5% | +14.4% |
| 3M | +28.9% | +0.4% | +28.6% | +28.4% |
| 6M | +33.1% | +22.4% | +10.7% | +24.7% |
| YTD | +44.8% | +22.5% | +22.3% | +34.4% |
| 1Y | +36.2% | +14.8% | +21.5% | +28.8% |
| 3Y | +11.5% | +127.7% | -116.2% | -20.0% |
| All | -36.5% | +83.5% | -120.0% | -50.3% |
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