+1,221.5%
BAC vs INCY
+6,660.0%
-5,438.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.1% | +1.9% | -0.8% | +0.8% |
| 30D | -0.4% | +5.8% | -6.2% | -1.3% |
| 3M | +16.9% | +25.2% | -8.3% | +12.7% |
| 6M | +26.6% | +28.2% | -1.6% | +21.5% |
| YTD | +15.8% | +28.3% | -12.5% | +11.0% |
| 1Y | +27.2% | +48.3% | -21.2% | +19.0% |
| 3Y | +132.4% | +95.9% | +36.5% | +106.1% |
| 5Y | +72.6% | +66.6% | +6.0% | +55.8% |
| 10Y | +389.7% | +54.5% | +335.2% | +329.8% |
| All | +1,221.5% | +6,660.0% | -5,438.5% | +468.0% |
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