+1,483.0%
BA vs INCY
+6,281.3%
-4,798.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | -7.9% | +5.5% | -13.4% | -8.5% |
| 3M | -25.3% | +1.1% | -26.4% | -25.6% |
| 6M | -24.6% | +19.8% | -44.4% | -26.3% |
| YTD | -20.1% | +21.1% | -41.3% | -22.1% |
| 1Y | -11.8% | +13.7% | -25.5% | -13.4% |
| 3Y | -10.1% | +119.3% | -129.4% | -18.4% |
| 5Y | -22.7% | +76.3% | -99.1% | -28.4% |
| 10Y | +35.1% | +36.6% | -1.6% | +25.7% |
| All | +1,483.0% | +6,281.3% | -4,798.4% | +772.9% |
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