+33.0%
BLK vs INCY
+69.3%
-36.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -3.3% | -4.2% | +0.9% | -2.5% |
| 30D | -6.5% | +0.6% | -7.1% | -6.7% |
| 3M | +6.7% | +12.6% | -5.9% | +3.7% |
| 6M | +14.7% | +28.3% | -13.6% | +8.2% |
| YTD | +2.5% | +23.0% | -20.5% | -2.8% |
| 1Y | -2.8% | +41.0% | -43.7% | -11.0% |
| 3Y | +65.9% | +88.6% | -22.7% | +37.9% |
| All | +33.0% | +69.3% | -36.2% | +11.7% |
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