+6,712.3%
SWKS vs INCY
+6,281.3%
+431.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -6.2% | -0.6% | -5.5% | -6.1% |
| 30D | -1.5% | +5.5% | -7.0% | -3.0% |
| 3M | +23.0% | +1.1% | +21.9% | +22.2% |
| 6M | +27.6% | +19.8% | +7.8% | +20.8% |
| YTD | +32.3% | +21.1% | +11.2% | +24.2% |
| 1Y | +20.1% | +13.7% | +6.4% | +14.3% |
| 3Y | +0.6% | +119.3% | -118.6% | -20.3% |
| 5Y | -42.3% | +76.3% | -118.6% | -52.1% |
| 10Y | +35.9% | +36.6% | -0.7% | +13.8% |
| All | +6,712.3% | +6,281.3% | +431.0% | +1,781.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling