+51.9%
INCY vs SAN
+347.0%
-295.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | -3.7% | -2.8% | -0.9% | -3.2% |
| 30D | +1.8% | -0.5% | +2.4% | +1.9% |
| 3M | +17.0% | +22.7% | -5.8% | +12.9% |
| 6M | +28.4% | +28.8% | -0.4% | +22.6% |
| YTD | +24.8% | +26.3% | -1.4% | +19.4% |
| 1Y | +42.9% | +48.8% | -5.9% | +33.0% |
| 3Y | +92.7% | +347.2% | -254.5% | +48.2% |
| 5Y | +73.3% | +383.8% | -310.4% | +28.5% |
| All | +51.9% | +347.0% | -295.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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