+532.2%
BE vs INCY
+83.5%
+448.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | +10.8% | +1.1% | +9.7% | +10.6% |
| 30D | -19.8% | +8.4% | -28.2% | -22.1% |
| 3M | -18.7% | +0.4% | -19.1% | -19.1% |
| 6M | -33.7% | +22.4% | -56.2% | -41.4% |
| YTD | +121.0% | +22.5% | +98.5% | +94.4% |
| 1Y | +85.4% | +14.8% | +70.6% | +68.1% |
| 3Y | +1,709.5% | +127.7% | +1,581.8% | +983.2% |
| All | +532.2% | +83.5% | +448.7% | +339.6% |
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