-67.1%
BAX vs INCY
+69.9%
-136.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | -5.1% | -2.2% | -2.9% | -4.6% |
| 30D | -12.2% | +3.7% | -15.8% | -13.0% |
| 3M | +21.8% | +22.1% | -0.3% | +15.8% |
| 6M | +36.3% | +29.8% | +6.5% | +27.4% |
| YTD | +27.8% | +27.6% | +0.2% | +19.5% |
| 1Y | -0.1% | +47.2% | -47.3% | -10.2% |
| 3Y | -33.3% | +97.0% | -130.3% | -45.0% |
| 5Y | -67.1% | +73.4% | -140.4% | -72.1% |
| All | -67.1% | +69.9% | -136.9% | -72.1% |
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