+73.2%
BHP vs INCY
+92.5%
-19.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.1% | -5.1% |
| 7D | -3.7% | -3.7% | 0.0% | -3.4% |
| 30D | -0.8% | +1.8% | -2.7% | -1.0% |
| 3M | +7.6% | +17.0% | -9.4% | +6.0% |
| 6M | +20.8% | +28.4% | -7.6% | +17.8% |
| YTD | +50.8% | +24.8% | +25.9% | +47.1% |
| 1Y | +70.9% | +42.9% | +28.0% | +64.1% |
| All | +73.2% | +92.5% | -19.3% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling