-12.3%
BA vs INCY
+12.6%
-24.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -0.6% | +3.1% | -3.7% | -0.9% |
| 30D | -8.0% | +12.0% | -20.1% | -9.2% |
| 3M | -25.8% | +0.8% | -26.6% | -25.9% |
| 6M | -27.6% | +22.8% | -50.3% | -30.4% |
| YTD | -21.0% | +23.2% | -44.2% | -25.0% |
| 1Y | -12.3% | +12.4% | -24.7% | -17.5% |
| All | -12.3% | +12.6% | -24.9% | -17.5% |
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 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