+999.2%
INCY vs SBAC
+2,208.1%
-1,208.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | +5.8% | +6.9% | -1.1% | +4.0% |
| 3M | +25.2% | -8.2% | +33.4% | +27.5% |
| 6M | +28.2% | -1.6% | +29.9% | +27.5% |
| YTD | +28.3% | -0.1% | +28.4% | +26.9% |
| 1Y | +48.3% | -0.5% | +48.8% | +46.7% |
| 3Y | +95.9% | -9.1% | +105.0% | +95.0% |
| 5Y | +66.6% | -43.8% | +110.4% | +83.2% |
| 10Y | +54.5% | +80.5% | -26.0% | +25.4% |
| All | +999.2% | +2,208.1% | -1,208.9% | +439.8% |
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