-64.2%
BAX vs INCY
+83.5%
-147.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +4.1% | +8.4% | -4.4% | +1.9% |
| 3M | -4.5% | +0.4% | -4.9% | -4.9% |
| 6M | +49.2% | +22.4% | +26.8% | +41.1% |
| YTD | +35.2% | +22.5% | +12.8% | +27.1% |
| 1Y | +38.3% | +14.8% | +23.5% | +32.0% |
| 3Y | -19.0% | +127.7% | -146.8% | -36.4% |
| All | -64.2% | +83.5% | -147.7% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling