+758.7%
BAX vs INCY
+6,660.0%
-5,901.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -1.1% | +1.9% | -3.1% | -1.3% |
| 30D | -5.5% | +5.8% | -11.3% | -5.9% |
| 3M | +33.5% | +25.2% | +8.3% | +31.3% |
| 6M | +35.9% | +28.2% | +7.6% | +33.2% |
| YTD | +35.4% | +28.3% | +7.0% | +32.6% |
| 1Y | +9.8% | +48.3% | -38.6% | +6.3% |
| 3Y | -32.7% | +95.9% | -128.7% | -36.4% |
| 5Y | -65.6% | +66.6% | -132.1% | -67.2% |
| 10Y | -34.9% | +54.5% | -89.4% | -38.7% |
| All | +758.7% | +6,660.0% | -5,901.3% | +374.9% |
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