-1.4%
BAC vs INCY
+12.8%
-14.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | -0.7% | +8.4% | -9.1% | -1.6% |
| 3M | -20.0% | +0.4% | -20.4% | -20.1% |
| 6M | +3.4% | +22.4% | -19.0% | 0.0% |
| YTD | -5.7% | +22.5% | -28.2% | -9.8% |
| 1Y | -1.4% | +14.8% | -16.2% | -5.3% |
| All | -1.4% | +12.8% | -14.2% | -5.3% |
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