+1.3%
BBY vs INCY
+69.3%
-68.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +38.6% |
| YTD | +39.6% | +23.0% | +16.6% | +31.4% |
| 1Y | +22.2% | +41.0% | -18.8% | +10.5% |
| 3Y | +45.0% | +88.6% | -43.6% | +17.7% |
| All | +1.3% | +69.3% | -68.0% | -14.8% |
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