+755.7%
BAX vs INCY
+6,390.7%
-5,634.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +0.4% | +3.1% | -2.8% | +0.1% |
| 30D | +3.4% | +12.0% | -8.6% | +2.5% |
| 3M | -4.5% | +0.8% | -5.2% | -4.6% |
| 6M | +44.0% | +22.8% | +21.2% | +41.7% |
| YTD | +34.9% | +23.2% | +11.7% | +32.5% |
| 1Y | +37.9% | +12.4% | +25.5% | +36.4% |
| 3Y | -17.1% | +132.1% | -149.1% | -22.5% |
| 5Y | -64.3% | +85.5% | -149.8% | -66.2% |
| 10Y | -35.9% | +16.4% | -52.3% | -38.4% |
| All | +755.7% | +6,390.7% | -5,634.9% | +374.5% |
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