+33.7%
BABA vs INCY
+100.4%
-66.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -4.8% | +1.9% | -6.7% | -4.9% |
| 30D | -11.9% | +5.8% | -17.7% | -12.3% |
| 3M | -9.3% | +25.2% | -34.5% | -11.4% |
| 6M | -14.2% | +28.2% | -42.5% | -16.6% |
| YTD | -22.0% | +28.3% | -50.4% | -24.5% |
| 1Y | -12.7% | +48.3% | -61.1% | -17.3% |
| All | +33.7% | +100.4% | -66.6% | +9.5% |
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 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