-35.3%
BABA vs INCY
+20.6%
-55.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.5% | +0.4% | +5.0% |
| 7D | +4.3% | +5.1% | -0.8% | +4.4% |
| 30D | -5.0% | +7.6% | -12.6% | -4.8% |
| 3M | -18.4% | +1.9% | -20.2% | -18.4% |
| 6M | -20.3% | +26.5% | -46.7% | -20.3% |
| YTD | -27.5% | +24.4% | -51.9% | -29.3% |
| 1Y | -35.3% | +19.4% | -54.7% | -36.5% |
| All | -35.3% | +20.6% | -55.9% | -36.5% |
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