-38.3%
BAX vs INCY
+56.5%
-94.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -5.4% | -3.7% | -1.7% | -4.7% |
| 30D | -12.4% | +1.8% | -14.2% | -12.8% |
| 3M | +19.1% | +17.0% | +2.1% | +15.2% |
| 6M | +38.6% | +28.4% | +10.2% | +31.4% |
| YTD | +26.7% | +24.8% | +1.9% | +20.5% |
| 1Y | +1.0% | +42.9% | -41.9% | -6.8% |
| 3Y | -33.9% | +92.7% | -126.6% | -43.2% |
| 5Y | -67.0% | +73.3% | -140.4% | -71.4% |
| All | -38.3% | +56.5% | -94.8% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling