+51.8%
BEN vs INCY
+54.2%
-2.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.3% |
| 7D | -3.1% | -4.2% | +1.1% | -2.2% |
| 30D | +0.2% | +0.6% | -0.4% | 0.0% |
| 3M | +6.8% | +12.6% | -5.8% | +3.6% |
| 6M | +38.1% | +28.3% | +9.8% | +30.0% |
| YTD | +44.3% | +23.0% | +21.4% | +36.8% |
| 1Y | +42.6% | +41.0% | +1.6% | +30.6% |
| 3Y | +52.3% | +88.6% | -36.3% | +28.4% |
| 5Y | +37.6% | +70.8% | -33.2% | +17.6% |
| All | +51.8% | +54.2% | -2.4% | +6.5% |
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