+171.6%
BKR vs INCY
+69.3%
+102.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -7.0% | -4.2% | -2.8% | -6.5% |
| 30D | -8.1% | +0.6% | -8.7% | -8.2% |
| 3M | -6.6% | +12.6% | -19.3% | -8.4% |
| 6M | +0.9% | +28.3% | -27.5% | -3.0% |
| YTD | +31.1% | +23.0% | +8.1% | +26.6% |
| 1Y | +27.7% | +41.0% | -13.3% | +20.6% |
| 3Y | +71.2% | +88.6% | -17.4% | +52.0% |
| All | +171.6% | +69.3% | +102.3% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling