-22.1%
BA vs INCY
+75.2%
-97.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -7.9% | +5.5% | -13.4% | -9.1% |
| 3M | -25.3% | +1.1% | -26.4% | -25.8% |
| 6M | -24.6% | +19.8% | -44.4% | -28.4% |
| YTD | -20.1% | +21.1% | -41.3% | -24.7% |
| 1Y | -11.8% | +13.7% | -25.5% | -15.7% |
| 3Y | -10.1% | +119.3% | -129.4% | -32.6% |
| All | -22.1% | +75.2% | -97.4% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling