+73.4%
INCY vs SAN
+384.1%
-310.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | +3.7% | -0.1% | +3.7% | +3.6% |
| 3M | +22.1% | +19.6% | +2.4% | +18.5% |
| 6M | +29.8% | +32.7% | -2.9% | +23.8% |
| YTD | +27.6% | +26.7% | +0.9% | +22.4% |
| 1Y | +47.2% | +51.6% | -4.4% | +37.5% |
| 3Y | +97.0% | +348.7% | -251.8% | +56.6% |
| 5Y | +73.4% | +378.7% | -305.4% | +34.3% |
| All | +73.4% | +384.1% | -310.7% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling