+3,967.9%
BDX vs INCY
+6,620.5%
-2,652.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -3.6% | -2.2% | -1.4% | -3.4% |
| 30D | +0.7% | +3.7% | -3.0% | +0.3% |
| 3M | +19.0% | +22.1% | -3.1% | +16.7% |
| 6M | +10.8% | +29.8% | -19.0% | +8.0% |
| YTD | +20.1% | +27.6% | -7.4% | +17.2% |
| 1Y | +23.1% | +47.2% | -24.1% | +18.3% |
| 3Y | -8.8% | +97.0% | -105.8% | -15.2% |
| 5Y | -1.4% | +73.4% | -74.8% | -7.6% |
| 10Y | +60.5% | +59.2% | +1.3% | +48.1% |
| All | +3,967.9% | +6,620.5% | -2,652.6% | +2,116.2% |
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 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