+1,535.1%
SRE vs INCY
+674.5%
+860.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.8% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +1.9% | +3.2% | -1.3% | +1.6% |
| 3M | -3.3% | +23.6% | -26.9% | -4.8% |
| 6M | -6.4% | +29.7% | -36.1% | -8.3% |
| YTD | -1.8% | +25.9% | -27.8% | -3.7% |
| 1Y | +10.7% | +43.7% | -33.0% | +7.6% |
| 3Y | +31.8% | +94.4% | -62.6% | +24.6% |
| 5Y | +49.2% | +68.0% | -18.8% | +42.0% |
| 10Y | +118.5% | +52.5% | +66.0% | +105.0% |
| All | +1,535.1% | +674.5% | +860.6% | +1,056.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling