-28.3%
BABA vs INCY
+75.2%
-103.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +11.6% | -0.6% | +12.3% | +11.7% |
| 30D | +2.3% | +5.5% | -3.2% | +1.2% |
| 3M | -13.7% | +1.1% | -14.8% | -14.1% |
| 6M | -21.9% | +19.8% | -41.7% | -25.5% |
| YTD | -24.6% | +21.1% | -45.8% | -28.8% |
| 1Y | -34.1% | +13.7% | -47.8% | -36.9% |
| 3Y | +36.3% | +119.3% | -83.0% | +0.5% |
| All | -28.3% | +75.2% | -103.5% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling