-8.8%
BA vs INCY
+43.8%
-52.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | -10.1% | +3.2% | -13.3% | -10.6% |
| 3M | -2.4% | +23.6% | -26.0% | -6.2% |
| 6M | -8.8% | +29.7% | -38.5% | -13.5% |
| YTD | -2.9% | +25.9% | -28.9% | -7.9% |
| 1Y | -8.8% | +43.7% | -52.5% | -16.8% |
| All | -8.8% | +43.8% | -52.6% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling