+668.0%
BE vs INCY
+75.3%
+592.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.6% |
| 7D | +10.8% | +1.1% | +9.7% | +10.5% |
| 30D | -19.8% | +8.4% | -28.2% | -22.9% |
| 3M | -18.7% | +0.4% | -19.1% | -19.4% |
| 6M | -33.7% | +22.4% | -56.2% | -42.7% |
| YTD | +121.0% | +22.5% | +98.5% | +90.6% |
| 1Y | +85.4% | +14.8% | +70.6% | +65.4% |
| 3Y | +1,709.5% | +127.7% | +1,581.8% | +952.1% |
| 5Y | +462.2% | +84.4% | +377.8% | +269.4% |
| All | +668.0% | +75.3% | +592.7% | +396.3% |
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 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