+36.3%
BABA vs INCY
+116.8%
-80.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +11.6% | -0.6% | +12.3% | +11.7% |
| 30D | +2.3% | +5.5% | -3.2% | +1.8% |
| 3M | -13.7% | +1.1% | -14.8% | -13.9% |
| 6M | -21.9% | +19.8% | -41.7% | -23.6% |
| YTD | -24.6% | +21.1% | -45.8% | -26.8% |
| 1Y | -34.1% | +13.7% | -47.8% | -35.5% |
| 3Y | +36.3% | +119.3% | -83.0% | +9.9% |
| All | +36.3% | +116.8% | -80.5% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling