+949.1%
INCY vs SBAC
+2,222.3%
-1,273.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +8.4% | +5.5% | +3.0% | +7.0% |
| 3M | +0.4% | +3.1% | -2.7% | -0.6% |
| 6M | +22.4% | -7.0% | +29.4% | +24.0% |
| YTD | +22.5% | +0.5% | +22.0% | +20.7% |
| 1Y | +14.8% | +0.2% | +14.5% | +13.1% |
| 3Y | +127.7% | -7.4% | +135.1% | +125.6% |
| 5Y | +84.4% | -39.7% | +124.1% | +99.3% |
| 10Y | +15.7% | +112.5% | -96.8% | -9.6% |
| All | +949.1% | +2,222.3% | -1,273.3% | +413.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling