+67.5%
BHP vs INCY
+41.2%
+26.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | -0.2% |
| 7D | -3.6% | -4.2% | +0.5% | -3.4% |
| 30D | -1.2% | +0.6% | -1.8% | -1.1% |
| 3M | +1.2% | +12.6% | -11.5% | +1.4% |
| 6M | +21.4% | +28.3% | -6.9% | +20.9% |
| YTD | +50.4% | +23.0% | +27.4% | +49.8% |
| 1Y | +67.5% | +41.0% | +26.5% | +73.1% |
| All | +67.5% | +41.2% | +26.3% | +73.1% |
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 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