+795.1%
BKNG vs INCY
+1,117.6%
-322.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.0% |
| 7D | -10.7% | -3.7% | -7.0% | -9.9% |
| 30D | -18.1% | +1.8% | -19.9% | -18.5% |
| 3M | +8.5% | +17.0% | -8.5% | +4.7% |
| 6M | -0.1% | +28.4% | -28.4% | -5.6% |
| YTD | -18.2% | +24.8% | -43.0% | -22.5% |
| 1Y | -19.9% | +42.9% | -62.8% | -26.5% |
| 3Y | +41.6% | +92.7% | -51.1% | +19.4% |
| 5Y | +93.1% | +73.3% | +19.8% | +64.9% |
| 10Y | +214.8% | +55.8% | +159.0% | +158.4% |
| All | +795.1% | +1,117.6% | -322.5% | +222.6% |
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 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