+6,351.7%
INCY vs SAN
+1,541.2%
+4,810.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +1.1% | +4.0% | -2.9% | -0.6% |
| 30D | +8.4% | -7.8% | +16.2% | +11.6% |
| 3M | +0.4% | -16.4% | +16.7% | +7.1% |
| 6M | +22.4% | +3.5% | +18.9% | +18.9% |
| YTD | +22.5% | +6.7% | +15.8% | +16.2% |
| 1Y | +14.8% | +14.5% | +0.3% | +5.6% |
| 3Y | +127.7% | +243.5% | -115.8% | +28.1% |
| 5Y | +84.4% | +296.2% | -211.8% | -8.5% |
| 10Y | +15.7% | +268.5% | -252.8% | -49.4% |
| All | +6,351.7% | +1,541.2% | +4,810.6% | +1,182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling