+118.2%
SRE vs INCY
+54.2%
+64.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -0.8% | -4.2% | +3.3% | -0.4% |
| 30D | -3.0% | +0.6% | -3.6% | -3.1% |
| 3M | -8.3% | +12.6% | -21.0% | -9.7% |
| 6M | -8.9% | +28.3% | -37.2% | -11.7% |
| YTD | -4.3% | +23.0% | -27.3% | -6.9% |
| 1Y | +2.7% | +41.0% | -38.2% | -1.8% |
| 3Y | +28.7% | +88.6% | -59.9% | +17.7% |
| 5Y | +47.1% | +70.8% | -23.6% | +35.3% |
| All | +118.2% | +54.2% | +64.0% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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