+60.7%
BMY vs INCY
+54.2%
+6.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -4.8% | -4.2% | -0.6% | -3.8% |
| 30D | -0.1% | +0.6% | -0.7% | -0.2% |
| 3M | +13.1% | +12.6% | +0.5% | +9.9% |
| 6M | +8.4% | +28.3% | -19.9% | +2.1% |
| YTD | +22.0% | +23.0% | -1.0% | +15.9% |
| 1Y | +40.3% | +41.0% | -0.7% | +29.2% |
| 3Y | +20.5% | +88.6% | -68.1% | +2.6% |
| 5Y | +23.7% | +70.8% | -47.1% | +6.2% |
| All | +60.7% | +54.2% | +6.5% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling