+73.4%
INCY vs SBAC
-44.9%
+118.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +3.7% | +3.9% | -0.2% | +2.8% |
| 3M | +22.1% | -8.2% | +30.2% | +24.0% |
| 6M | +29.8% | -2.8% | +32.6% | +29.7% |
| YTD | +27.6% | -1.5% | +29.1% | +27.0% |
| 1Y | +47.2% | 0.0% | +47.2% | +46.0% |
| 3Y | +97.0% | -8.4% | +105.3% | +96.3% |
| 5Y | +73.4% | -43.5% | +116.9% | +88.2% |
| All | +73.4% | -44.9% | +118.3% | +88.2% |
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