+1,227.8%
BE vs INCY
+69.9%
+1,157.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.3% |
| 7D | +23.9% | -2.2% | +26.1% | +24.8% |
| 30D | +27.8% | +3.7% | +24.2% | +26.0% |
| 3M | +3.7% | +22.1% | -18.3% | -7.1% |
| 6M | +78.0% | +29.8% | +48.2% | +55.1% |
| YTD | +209.9% | +27.6% | +182.3% | +169.9% |
| 1Y | +389.6% | +47.2% | +342.4% | +301.0% |
| 3Y | +1,730.6% | +97.0% | +1,633.6% | +1,140.4% |
| 5Y | +1,227.8% | +73.4% | +1,154.5% | +838.1% |
| All | +1,227.8% | +69.9% | +1,157.9% | +838.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling