+96.7%
BAC vs INCY
+128.1%
-31.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +2.1% | +2.3% | -0.3% | +1.7% |
| 30D | -6.7% | +6.7% | -13.4% | -7.6% |
| 3M | -20.2% | -1.0% | -19.2% | -20.2% |
| 6M | -0.2% | +22.1% | -22.3% | -3.8% |
| YTD | -6.4% | +21.8% | -28.2% | -10.0% |
| 1Y | -3.1% | +13.5% | -16.6% | -5.9% |
| 3Y | +96.7% | +129.4% | -32.7% | +67.6% |
| All | +96.7% | +128.1% | -31.4% | +67.6% |
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