+1,003.0%
BE vs INCY
+76.0%
+927.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.1% | +7.4% |
| 7D | +9.0% | -4.2% | +13.2% | +11.1% |
| 30D | +16.3% | +0.6% | +15.7% | +15.7% |
| 3M | +10.8% | +12.6% | -1.9% | +1.1% |
| 6M | +73.2% | +28.3% | +44.9% | +47.8% |
| YTD | +217.4% | +23.0% | +194.4% | +174.3% |
| 1Y | +309.8% | +41.0% | +268.8% | +230.3% |
| 3Y | +1,726.2% | +88.6% | +1,637.6% | +1,092.9% |
| 5Y | +1,306.2% | +70.8% | +1,235.4% | +860.3% |
| All | +1,003.0% | +76.0% | +927.0% | +614.3% |
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