+397.7%
BAC vs INCY
+56.1%
+341.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | +0.6% | -2.2% | +2.8% | +1.1% |
| 30D | -1.4% | +3.7% | -5.0% | -2.2% |
| 3M | +15.7% | +22.1% | -6.3% | +10.6% |
| 6M | +32.2% | +29.8% | +2.4% | +24.5% |
| YTD | +15.8% | +27.6% | -11.8% | +9.1% |
| 1Y | +27.3% | +47.2% | -19.9% | +16.0% |
| 3Y | +137.5% | +97.0% | +40.5% | +99.2% |
| 5Y | +73.1% | +73.4% | -0.3% | +47.9% |
| 10Y | +397.7% | +59.2% | +338.5% | +278.8% |
| All | +397.7% | +56.1% | +341.6% | +278.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling