+6,660.0%
INCY vs SAN
+1,882.2%
+4,777.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +1.9% | +1.8% | +0.1% | +1.2% |
| 30D | +5.8% | +2.0% | +3.8% | +4.9% |
| 3M | +25.2% | +19.7% | +5.5% | +15.6% |
| 6M | +28.2% | +30.6% | -2.4% | +13.6% |
| YTD | +28.3% | +28.8% | -0.5% | +13.6% |
| 1Y | +48.3% | +57.8% | -9.4% | +20.4% |
| 3Y | +95.9% | +338.1% | -242.2% | +0.1% |
| 5Y | +66.6% | +384.2% | -317.6% | -23.6% |
| 10Y | +54.5% | +353.1% | -298.6% | -37.9% |
| All | +6,660.0% | +1,882.2% | +4,777.8% | +1,153.9% |
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