+4,947.0%
BBY vs INCY
+6,620.5%
-1,673.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.6% |
| 7D | +1.2% | -2.2% | +3.4% | +1.5% |
| 30D | +6.8% | +3.7% | +3.1% | +6.2% |
| 3M | +18.7% | +22.1% | -3.3% | +15.2% |
| 6M | +37.3% | +29.8% | +7.5% | +31.8% |
| YTD | +35.3% | +27.6% | +7.7% | +30.0% |
| 1Y | +20.7% | +47.2% | -26.5% | +13.3% |
| 3Y | +39.4% | +97.0% | -57.5% | +24.2% |
| 5Y | -1.5% | +73.4% | -74.8% | -11.0% |
| 10Y | +239.8% | +59.2% | +180.6% | +199.9% |
| All | +4,947.0% | +6,620.5% | -1,673.5% | +2,407.1% |
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 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