+85.5%
INCY vs SBAC
-40.9%
+126.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +3.1% | -2.7% | +5.9% | +3.7% |
| 30D | +12.0% | +3.3% | +8.8% | +11.2% |
| 3M | +0.8% | +3.3% | -2.5% | -0.1% |
| 6M | +22.8% | -10.9% | +33.7% | +25.4% |
| YTD | +23.2% | -1.0% | +24.2% | +22.3% |
| 1Y | +12.4% | -4.5% | +16.9% | +12.5% |
| 3Y | +132.1% | -8.7% | +140.8% | +131.2% |
| 5Y | +85.5% | -40.6% | +126.1% | +106.9% |
| All | +85.5% | -40.9% | +126.4% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling