+246.5%
BBY vs INCY
+54.2%
+192.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +3.4% |
| 7D | +0.6% | -4.2% | +4.8% | +1.6% |
| 30D | +9.4% | +0.6% | +8.8% | +9.2% |
| 3M | +19.3% | +12.6% | +6.7% | +15.7% |
| 6M | +47.9% | +28.3% | +19.6% | +38.7% |
| YTD | +39.6% | +23.0% | +16.6% | +31.7% |
| 1Y | +22.2% | +41.0% | -18.8% | +11.1% |
| 3Y | +45.0% | +88.6% | -43.6% | +20.0% |
| 5Y | +2.6% | +70.8% | -68.2% | -13.7% |
| All | +246.5% | +54.2% | +192.3% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling