+4,410.0%
BHP vs INCY
+6,534.7%
-2,124.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +4.0% | +3.2% | +0.8% | +3.6% |
| 3M | +12.3% | +23.6% | -11.3% | +9.4% |
| 6M | +30.8% | +29.7% | +1.2% | +26.6% |
| YTD | +58.8% | +25.9% | +32.8% | +53.9% |
| 1Y | +76.8% | +43.7% | +33.1% | +68.4% |
| 3Y | +87.5% | +94.4% | -7.0% | +70.6% |
| 5Y | +123.9% | +68.0% | +55.9% | +106.3% |
| 10Y | +504.4% | +52.5% | +451.8% | +447.7% |
| All | +4,410.0% | +6,534.7% | -2,124.7% | +2,273.5% |
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 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