+66.0%
BHP vs INCY
+45.3%
+20.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -5.0% | +1.9% | -6.9% | -5.0% |
| 30D | +1.2% | +5.8% | -4.6% | +1.1% |
| 3M | +1.8% | +25.2% | -23.4% | +1.6% |
| 6M | +18.0% | +28.2% | -10.2% | +17.1% |
| YTD | +52.7% | +28.3% | +24.4% | +51.8% |
| 1Y | +66.0% | +48.3% | +17.6% | +71.6% |
| All | +66.0% | +45.3% | +20.7% | +71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling