+56.7%
BDX vs INCY
+54.2%
+2.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -3.2% | -4.2% | +1.0% | -2.4% |
| 30D | -2.5% | +0.6% | -3.1% | -2.7% |
| 3M | +21.4% | +12.6% | +8.8% | +18.8% |
| 6M | +10.4% | +28.3% | -17.9% | +5.4% |
| YTD | +18.8% | +23.0% | -4.1% | +13.9% |
| 1Y | +21.7% | +41.0% | -19.3% | +13.6% |
| 3Y | -10.0% | +88.6% | -98.5% | -21.5% |
| 5Y | -1.8% | +70.8% | -72.6% | -13.6% |
| All | +56.7% | +54.2% | +2.5% | +33.1% |
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 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