+23.4%
BA vs INCY
+16.0%
+7.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.6% | +3.1% | -3.7% | -1.3% |
| 30D | -8.0% | +12.0% | -20.1% | -10.7% |
| 3M | -25.8% | +0.8% | -26.6% | -26.3% |
| 6M | -27.6% | +22.8% | -50.3% | -31.9% |
| YTD | -21.0% | +23.2% | -44.2% | -26.0% |
| 1Y | -12.3% | +12.4% | -24.7% | -16.1% |
| 3Y | -12.8% | +132.1% | -144.8% | -33.5% |
| 5Y | -22.4% | +85.5% | -107.9% | -37.1% |
| All | +23.4% | +16.0% | +7.3% | +1.8% |
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