+1,683.3%
BE vs INCY
+96.8%
+1,586.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.2% |
| 7D | +23.9% | -2.2% | +26.1% | +24.5% |
| 30D | +27.8% | +3.7% | +24.2% | +26.6% |
| 3M | +3.7% | +22.1% | -18.3% | -4.7% |
| 6M | +78.0% | +29.8% | +48.2% | +59.6% |
| YTD | +209.9% | +27.6% | +182.3% | +177.6% |
| 1Y | +389.6% | +47.2% | +342.4% | +319.2% |
| All | +1,683.3% | +96.8% | +1,586.5% | +1,137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling