-32.0%
BAX vs INCY
+95.0%
-127.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.3% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -9.7% | +3.2% | -12.9% | -10.5% |
| 3M | +29.3% | +23.6% | +5.7% | +22.2% |
| 6M | +40.7% | +29.7% | +11.0% | +31.0% |
| YTD | +30.3% | +25.9% | +4.3% | +21.7% |
| 1Y | +3.4% | +43.7% | -40.3% | -7.4% |
| 3Y | -32.0% | +94.4% | -126.5% | -46.2% |
| All | -32.0% | +95.0% | -127.0% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling