+964.9%
BAC vs INCY
+6,390.7%
-5,425.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.5% | +3.1% | -1.6% | +1.0% |
| 30D | -6.4% | +12.0% | -18.4% | -8.0% |
| 3M | -21.7% | +0.8% | -22.4% | -21.9% |
| 6M | +0.5% | +22.8% | -22.3% | -3.0% |
| YTD | -6.7% | +23.2% | -29.9% | -10.2% |
| 1Y | -4.7% | +12.4% | -17.1% | -7.0% |
| 3Y | +96.1% | +132.1% | -36.0% | +69.4% |
| 5Y | +21.7% | +85.5% | -63.8% | +8.2% |
| 10Y | +232.0% | +16.4% | +215.5% | +203.7% |
| All | +964.9% | +6,390.7% | -5,425.7% | +360.0% |
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