+968.5%
BAC vs INCY
+6,316.0%
-5,347.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | -20.2% | -1.0% | -19.2% | -20.3% |
| 6M | -0.2% | +22.1% | -22.3% | -3.6% |
| YTD | -6.4% | +21.8% | -28.2% | -9.7% |
| 1Y | -3.1% | +13.5% | -16.6% | -5.6% |
| 3Y | +96.7% | +129.4% | -32.7% | +70.3% |
| 5Y | +21.3% | +84.0% | -62.7% | +8.0% |
| 10Y | +237.7% | +14.9% | +222.8% | +209.5% |
| All | +968.5% | +6,316.0% | -5,347.5% | +362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling