-11.0%
BA vs INCY
+12.0%
-23.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | 0.0% | +2.3% | -2.3% | -0.2% |
| 30D | -8.9% | +6.7% | -15.6% | -9.5% |
| 3M | -25.5% | -1.0% | -24.5% | -25.5% |
| 6M | -27.0% | +22.1% | -49.0% | -29.8% |
| YTD | -20.1% | +21.8% | -41.9% | -24.0% |
| 1Y | -11.0% | +13.5% | -24.5% | -16.1% |
| All | -11.0% | +12.0% | -23.0% | -16.1% |
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