+51.9%
INCY vs SBAC
+83.0%
-31.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.7% | -1.5% |
| 7D | -3.7% | -5.3% | +1.6% | -2.4% |
| 30D | +1.8% | +0.4% | +1.4% | +1.7% |
| 3M | +17.0% | -11.9% | +28.9% | +20.5% |
| 6M | +28.4% | -4.5% | +32.9% | +28.7% |
| YTD | +24.8% | -4.3% | +29.2% | +24.8% |
| 1Y | +42.9% | -3.9% | +46.8% | +42.6% |
| 3Y | +92.7% | -11.0% | +103.7% | +92.6% |
| 5Y | +73.3% | -44.1% | +117.4% | +94.7% |
| All | +51.9% | +83.0% | -31.1% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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