+136.4%
BAC vs INCY
+95.0%
+41.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +1.2% | -0.5% | +1.6% | +1.2% |
| 30D | -0.7% | +3.2% | -3.9% | -1.3% |
| 3M | +16.9% | +23.6% | -6.7% | +12.5% |
| 6M | +29.6% | +29.7% | -0.1% | +23.4% |
| YTD | +15.3% | +25.9% | -10.7% | +10.1% |
| 1Y | +28.8% | +43.7% | -14.9% | +19.9% |
| 3Y | +136.4% | +94.4% | +42.0% | +97.4% |
| All | +136.4% | +95.0% | +41.4% | +97.4% |
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