+48.3%
SRE vs INCY
+69.5%
-21.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -0.7% | -3.7% | +3.0% | -0.2% |
| 30D | -1.7% | +1.8% | -3.6% | -2.0% |
| 3M | -7.1% | +17.0% | -24.0% | -9.3% |
| 6M | -8.4% | +28.4% | -36.8% | -11.9% |
| YTD | -3.5% | +24.8% | -28.3% | -7.1% |
| 1Y | +5.4% | +42.9% | -37.5% | -0.8% |
| 3Y | +29.5% | +92.7% | -63.2% | +14.5% |
| 5Y | +48.3% | +73.3% | -25.0% | +31.5% |
| All | +48.3% | +69.5% | -21.2% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling