+73.1%
BAC vs INCY
+69.9%
+3.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | +15.7% | +22.1% | -6.3% | +10.7% |
| 6M | +32.2% | +29.8% | +2.4% | +24.6% |
| YTD | +15.8% | +27.6% | -11.8% | +9.2% |
| 1Y | +27.3% | +47.2% | -19.9% | +16.0% |
| 3Y | +137.5% | +97.0% | +40.5% | +98.6% |
| 5Y | +73.1% | +73.4% | -0.3% | +46.4% |
| All | +73.1% | +69.9% | +3.2% | +46.4% |
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 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