+12,674.7%
BLK vs INCY
+954.8%
+11,719.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -5.2% | -3.7% | -1.5% | -4.7% |
| 30D | -7.0% | +1.8% | -8.9% | -7.3% |
| 3M | +5.7% | +17.0% | -11.3% | +3.1% |
| 6M | +11.0% | +28.4% | -17.4% | +6.9% |
| YTD | +0.9% | +24.8% | -23.9% | -2.7% |
| 1Y | -1.6% | +42.9% | -44.5% | -7.0% |
| 3Y | +64.5% | +92.7% | -28.2% | +47.4% |
| 5Y | +30.9% | +73.3% | -42.5% | +18.5% |
| 10Y | +275.1% | +55.8% | +219.3% | +234.0% |
| All | +12,674.7% | +954.8% | +11,719.9% | +7,002.5% |
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