+1,837.6%
BA vs INCY
+6,660.0%
-4,822.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +1.2% | +1.9% | -0.8% | +1.0% |
| 30D | -11.6% | +5.8% | -17.4% | -12.2% |
| 3M | -2.4% | +25.2% | -27.6% | -4.8% |
| 6M | -6.6% | +28.2% | -34.8% | -9.2% |
| YTD | -2.2% | +28.3% | -30.6% | -5.1% |
| 1Y | -8.0% | +48.3% | -56.4% | -12.2% |
| 3Y | -5.0% | +95.9% | -100.9% | -12.7% |
| 5Y | -2.7% | +66.6% | -69.3% | -9.3% |
| 10Y | +75.9% | +54.5% | +21.3% | +61.9% |
| All | +1,837.6% | +6,660.0% | -4,822.4% | +963.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling